JP Morgan Put 165 VLO 16.01.2026
/ DE000JK59EC9
JP Morgan Put 165 VLO 16.01.2026/ DE000JK59EC9 /
| 6/14/2024 9:00:54 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
165.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK59EC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/4/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
1.41 |
| Time value: |
1.61 |
| Break-even: |
123.40 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.19 |
| Spread %: |
6.56% |
| Delta: |
-0.43 |
| Theta: |
-0.01 |
| Omega: |
-2.00 |
| Rho: |
-1.45 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.64% |
| 1 Month |
|
|
+8.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.75 |
| 1M High / 1M Low: |
3.07 |
2.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
