JP Morgan Put 145 VLO 15.11.2024
/ DE000JV33YT3
JP Morgan Put 145 VLO 15.11.2024/ DE000JV33YT3 /
| 2024-11-06 9:56:27 AM |
Chg.-0.75 |
Bid7:12:21 PM |
Ask7:12:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.64EUR |
-53.96% |
0.68
Bid Size: 50,000 |
0.70
Ask Size: 50,000 |
Valero Energy Corpor... |
145.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
JV33YT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valero Energy Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-10-09 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
1.18 |
| Time value: |
-0.01 |
| Break-even: |
120.91 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
4.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.64 |
| High: |
0.64 |
| Low: |
0.64 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.16% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.39 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
1,968 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
