JP Morgan Call 190 VLO 19.12.2025
/ DE000JT43UW8
JP Morgan Call 190 VLO 19.12.2025/ DE000JT43UW8 /
| 10/7/2024 12:19:50 PM |
Chg.-0.010 |
Bid4:06:52 PM |
Ask4:06:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-1.10% |
0.920
Bid Size: 50,000 |
0.980
Ask Size: 50,000 |
Valero Energy Corpor... |
190.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
JT43UW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
7/2/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-4.34 |
| Time value: |
0.94 |
| Break-even: |
182.58 |
| Moneyness: |
0.75 |
| Premium: |
0.41 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.14 |
| Spread %: |
17.05% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
4.64 |
| Rho: |
0.41 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.54% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
-45.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.580 |
| 1M High / 1M Low: |
0.910 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.619 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
