JP Morgan Put 140 VLO 16.01.2026
/ DE000JK6UTH6
JP Morgan Put 140 VLO 16.01.2026/ DE000JK6UTH6 /
2024-06-14 11:28:51 AM |
Chg.+0.02 |
Bid3:58:57 PM |
Ask3:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.90EUR |
+1.06% |
1.89 Bid Size: 50,000 |
1.94 Ask Size: 50,000 |
Valero Energy Corpor... |
140.00 USD |
2026-01-16 |
Put |
Master data
WKN: |
JK6UTH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Valero Energy Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-11 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.96 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
-0.91 |
Time value: |
1.92 |
Break-even: |
111.20 |
Moneyness: |
0.93 |
Premium: |
0.20 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.19 |
Spread %: |
10.75% |
Delta: |
-0.31 |
Theta: |
-0.02 |
Omega: |
-2.24 |
Rho: |
-0.99 |
Quote data
Open: |
1.90 |
High: |
1.90 |
Low: |
1.90 |
Previous Close: |
1.88 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.46% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.88 |
1.66 |
1M High / 1M Low: |
1.88 |
1.44 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |