JP Morgan Call 115 BILI 15.10.202.../  DE000JJ8ZEA1  /

EUWAX
8/2/2021  8:57:23 AM Chg.- Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.190EUR - -
Bid Size: -
-
Ask Size: -
Bilibili 115.00 - 10/15/2021 Call

Master data

WKN: JJ8ZEA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 10/15/2021
Issue date: 4/19/2021
Last trading day: 8/4/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.13
Historic volatility: 0.64
Parity: -5.30
Time value: 0.31
Break-even: 118.10
Moneyness: 0.54
Premium: 0.90
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.20
Theta: -0.17
Omega: 3.97
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -83.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -