JP Morgan Call 140 VLO 22.11.2024
/ DE000JV45EF8
JP Morgan Call 140 VLO 22.11.2024/ DE000JV45EF8 /
| 2024-11-12 10:19:04 AM |
Chg.+0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
140.00 USD |
2024-11-22 |
Call |
Master data
| WKN: |
JV45EF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-11-22 |
| Issue date: |
2024-10-29 |
| Last trading day: |
2024-11-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-0.19 |
| Time value: |
0.35 |
| Break-even: |
134.76 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
3.36 |
| Spread abs.: |
0.04 |
| Spread %: |
12.12% |
| Delta: |
0.45 |
| Theta: |
-0.22 |
| Omega: |
16.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.200 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
