OverviewChartNewsTraderScreen

JP Morgan Call 160 VLO 20.06.2025/  DE000JB9TQA4  /

EUWAX
2024-11-12  10:29:19 AM Chg.+0.030 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.640EUR +4.92% -
Bid Size: -		 -
Ask Size: -		 Valero Energy Corpor... 160.00 USD 2025-06-20 Call
 

Master data

WKN: JB9TQA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-06-20
Issue date: 2023-12-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.17
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -2.06
Time value: 0.68
Break-even: 156.80
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.37
Spread abs.: 0.08
Spread %: 12.50%
Delta: 0.35
Theta: -0.03
Omega: 6.71
Rho: 0.23
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.22%
1 Month
  -34.02%
3 Months
  -58.44%
YTD
  -46.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.450
1M High / 1M Low: 0.920 0.390
6M High / 6M Low: 2.580 0.390
High (YTD): 2024-04-08 4.150
Low (YTD): 2024-10-30 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   1.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.55%
Volatility 6M:   196.31%
Volatility 1Y:   -
Volatility 3Y:   -