JP Morgan Put 135 VLO 20.06.2025
/ DE000JB9TQ87
JP Morgan Put 135 VLO 20.06.2025/ DE000JB9TQ87 /
| 08/11/2024 11:17:34 |
Chg.+0.11 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+9.57% |
-
Bid Size: - |
-
Ask Size: - |
Valero Energy Corpor... |
135.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JB9TQ8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
1.22 |
| Break-even: |
113.74 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.07 |
| Spread %: |
6.50% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-4.18 |
| Rho: |
-0.39 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.23% |
| 1 Month |
|
|
-3.82% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-41.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.15 |
| 1M High / 1M Low: |
1.63 |
1.15 |
| 6M High / 6M Low: |
1.63 |
0.70 |
| High (YTD): |
10/01/2024 |
2.36 |
| Low (YTD): |
31/07/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.31% |
| Volatility 6M: |
|
136.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
