JP Morgan Call 165 VLO 16.01.2026
/ DE000JK8Y3U0
JP Morgan Call 165 VLO 16.01.2026/ DE000JK8Y3U0 /
| 6/3/2024 12:48:21 PM |
Chg.+0.31 |
Bid6:14:47 PM |
Ask6:14:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
+13.90% |
2.30
Bid Size: 50,000 |
2.35
Ask Size: 50,000 |
Valero Energy Corpor... |
165.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK8Y3U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/22/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-0.72 |
| Time value: |
2.74 |
| Break-even: |
179.44 |
| Moneyness: |
0.95 |
| Premium: |
0.24 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.20 |
| Spread %: |
7.87% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
3.18 |
| Rho: |
0.97 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.96% |
| 1 Month |
|
|
-4.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.23 |
| 1M High / 1M Low: |
3.01 |
2.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
