JP Morgan Call 150 VLO 08.11.2024
/ DE000JV3N481
JP Morgan Call 150 VLO 08.11.2024/ DE000JV3N481 /
| 06/11/2024 09:29:46 |
Chg.+0.020 |
Bid21:20:02 |
Ask21:20:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
+666.67% |
0.017
Bid Size: 25,000 |
0.057
Ask Size: 25,000 |
Valero Energy Corpor... |
150.00 USD |
08/11/2024 |
Call |
Master data
| WKN: |
JV3N48 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
08/11/2024 |
| Issue date: |
16/10/2024 |
| Last trading day: |
07/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.98 |
| Historic volatility: |
0.26 |
| Parity: |
-1.64 |
| Time value: |
0.20 |
| Break-even: |
139.19 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.20 |
| Spread %: |
6,566.67% |
| Delta: |
0.21 |
| Theta: |
-1.29 |
| Omega: |
12.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.003 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+109.09% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.012 |
0.003 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| 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: |
|
- |
