JP Morgan Put 135 VLO 16.01.2026
/ DE000JK62VX3
JP Morgan Put 135 VLO 16.01.2026/ DE000JK62VX3 /
14/06/2024 08:43:46 |
Chg.0.00 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.67EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Valero Energy Corpor... |
135.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK62VX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Valero Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
135.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
16/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
-1.41 |
Time value: |
1.76 |
Break-even: |
108.55 |
Moneyness: |
0.90 |
Premium: |
0.23 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.19 |
Spread %: |
11.90% |
Delta: |
-0.28 |
Theta: |
-0.02 |
Omega: |
-2.26 |
Rho: |
-0.91 |
Quote data
Open: |
1.67 |
High: |
1.67 |
Low: |
1.67 |
Previous Close: |
1.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.61% |
1 Month |
|
|
+10.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.67 |
1.51 |
1M High / 1M Low: |
1.67 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |