JP Morgan Call 215 VLO 19.12.2025
/ DE000JK6SZR6
JP Morgan Call 215 VLO 19.12.2025/ DE000JK6SZR6 /
| 2024-06-14 11:01:00 AM |
Chg.+0.030 |
Bid4:45:08 PM |
Ask4:45:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+3.66% |
0.880
Bid Size: 50,000 |
0.930
Ask Size: 50,000 |
Valero Energy Corpor... |
215.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
JK6SZR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-6.07 |
| Time value: |
1.01 |
| Break-even: |
210.29 |
| Moneyness: |
0.70 |
| Premium: |
0.51 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.19 |
| Spread %: |
22.73% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.51 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
-21.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.820 |
| 1M High / 1M Low: |
1.390 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
