JP Morgan Call 100 BILI 20.01.202.../  DE000JN35D83  /

EUWAX
10/19/2021  11:42:37 AM Chg.+0.420 Bid10/19/2021 Ask10/19/2021 Underlying Strike price Expiration date Option type
1.180EUR +55.26% 1.180
Bid Size: 15,000
1.480
Ask Size: 15,000
Bilibili 100.00 - 1/20/2023 Call

Master data

WKN: JN35D8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/20/2023
Issue date: 7/8/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.65
Parity: -3.54
Time value: 1.15
Break-even: 111.50
Moneyness: 0.65
Premium: 0.73
Premium p.a.: 0.54
Spread abs.: 0.06
Spread %: 5.22%
Delta: 0.37
Theta: -0.01
Omega: 2.07
Rho: 0.15
 

Quote data

Open: 1.180
High: 1.180
Low: 1.180
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.82%
1 Month  
+21.65%
3 Months
  -55.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.760
1M High / 1M Low: 1.090 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -