JP Morgan Put 180 VLO 16.01.2026
/ DE000JK59EK2
JP Morgan Put 180 VLO 16.01.2026/ DE000JK59EK2 /
| 2024-05-21 8:56:54 AM |
Chg.+0.10 |
Bid8:15:54 PM |
Ask8:15:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
+3.17% |
3.29
Bid Size: 50,000 |
3.34
Ask Size: 50,000 |
Valero Energy Corpor... |
180.00 USD |
2026-01-16 |
Put |
Master data
| WKN: |
JK59EK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
1.49 |
| Time value: |
1.94 |
| Break-even: |
131.44 |
| Moneyness: |
1.10 |
| Premium: |
0.13 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.20 |
| Spread %: |
6.19% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-1.84 |
| Rho: |
-1.62 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.96% |
| 1 Month |
|
|
-9.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.65 |
3.15 |
| 1M High / 1M Low: |
3.76 |
3.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
