JP Morgan Put 160 VLO 16.01.2026
/ DE000JK59EB1
JP Morgan Put 160 VLO 16.01.2026/ DE000JK59EB1 /
| 5/21/2024 8:56:53 AM |
Chg.+0.08 |
Bid7:27:39 PM |
Ask7:27:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
+3.65% |
2.30
Bid Size: 50,000 |
2.35
Ask Size: 50,000 |
Valero Energy Corpor... |
160.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK59EB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
-0.35 |
| Time value: |
2.46 |
| Break-even: |
122.72 |
| Moneyness: |
0.98 |
| Premium: |
0.19 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.20 |
| Spread %: |
8.85% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-2.05 |
| Rho: |
-1.24 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.02% |
| 1 Month |
|
|
-11.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.19 |
| 1M High / 1M Low: |
2.68 |
2.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
