JP Morgan Put 165 VLO 21.06.2024
/ DE000JK5PJ02
JP Morgan Put 165 VLO 21.06.2024/ DE000JK5PJ02 /
| 2024-05-31 11:29:34 AM |
Chg.+0.350 |
Bid9:02:36 PM |
Ask9:02:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
+35.35% |
0.940
Bid Size: 50,000 |
0.960
Ask Size: 50,000 |
Valero Energy Corpor... |
165.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK5PJ0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
1.30 |
| Time value: |
0.13 |
| Break-even: |
138.03 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
5.93% |
| Delta: |
-0.79 |
| Theta: |
-0.08 |
| Omega: |
-7.69 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.340 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+116.13% |
| 1 Month |
|
|
+106.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.580 |
| 1M High / 1M Low: |
1.190 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
