JP Morgan Call 160 VLO 20.12.2024
/ DE000JK1L9F0
JP Morgan Call 160 VLO 20.12.2024/ DE000JK1L9F0 /
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: |
|
- |