JP Morgan Put 180 VLO 16.01.2026
/ DE000JK59EK2
JP Morgan Put 180 VLO 16.01.2026/ DE000JK59EK2 /
| 6/14/2024 9:00:55 AM |
Chg.0.00 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
180.00 USD |
1/16/2026 |
Put |
Master data
| WKN: |
JK59EK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 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: |
-3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
2.81 |
| Time value: |
1.31 |
| Break-even: |
126.44 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.20 |
| Spread %: |
5.10% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-1.66 |
| Rho: |
-1.74 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.95 |
| Previous Close: |
3.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.96% |
| 1 Month |
|
|
+8.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.95 |
3.56 |
| 1M High / 1M Low: |
3.95 |
3.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
