JP Morgan Call 160 VLO 20.12.2024/  DE000JK1L9F0  /

EUWAX
2024-11-12  8:51:53 AM Chg.+0.002 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.069EUR +2.99% -
Bid Size: -
-
Ask Size: -
Valero Energy Corpor... 160.00 USD 2024-12-20 Call
 

Master data

WKN: JK1L9F
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Valero Energy Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-31
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 99.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -2.06
Time value: 0.13
Break-even: 151.35
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 3.49
Spread abs.: 0.06
Spread %: 80.56%
Delta: 0.15
Theta: -0.06
Omega: 15.30
Rho: 0.02
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month
  -80.83%
3 Months
  -92.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.046
1M High / 1M Low: 0.320 0.040
6M High / 6M Low: 1.820 0.040
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.719
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   603.23%
Volatility 6M:   354.66%
Volatility 1Y:   -
Volatility 3Y:   -