JP Morgan Put 170 VLO 20.06.2025
/ DE000JK5ESN2
JP Morgan Put 170 VLO 20.06.2025/ DE000JK5ESN2 /
| 2024-06-03 11:23:48 AM |
Chg.-0.37 |
Bid12:50:37 PM |
Ask12:50:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
-13.12% |
2.44
Bid Size: 3,000 |
2.54
Ask Size: 3,000 |
Valero Energy Corpor... |
170.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JK5ESN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
1.18 |
| Time value: |
1.42 |
| Break-even: |
130.64 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
6.12% |
| Delta: |
-0.46 |
| Theta: |
-0.02 |
| Omega: |
-2.57 |
| Rho: |
-0.97 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.82 |
2.28 |
| 1M High / 1M Low: |
2.82 |
2.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
