JP Morgan Call 110 BILI 20.01.202.../  DE000JN29FH2  /

EUWAX
10/22/2021  8:18:25 AM Chg.-0.01 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.19EUR -0.83% -
Bid Size: -
-
Ask Size: -
Bilibili 110.00 - 1/20/2023 Call

Master data

WKN: JN29FH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/20/2023
Issue date: 7/6/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 1.07
Historic volatility: 0.65
Parity: -3.91
Time value: 1.23
Break-even: 122.30
Moneyness: 0.64
Premium: 0.72
Premium p.a.: 0.55
Spread abs.: 0.07
Spread %: 5.69%
Delta: 0.36
Theta: -0.01
Omega: 2.09
Rho: 0.17
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.20
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.81%
1 Month  
+48.75%
3 Months
  -57.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.20 0.61
1M High / 1M Low: 1.20 0.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   0.74
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   317.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -