JP Morgan Call 125 BILI 20.01.202.../  DE000JJ9A762  /

EUWAX
8/18/2021  9:08:38 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.560EUR - -
Bid Size: -
-
Ask Size: -
Bilibili 125.00 - 1/20/2023 Call

Master data

WKN: JJ9A76
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 1/20/2023
Issue date: 4/19/2021
Last trading day: 8/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.97
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 1.09
Historic volatility: 0.64
Parity: -6.30
Time value: 0.89
Break-even: 133.90
Moneyness: 0.50
Premium: 1.16
Premium p.a.: 0.78
Spread abs.: 0.30
Spread %: 33.71%
Delta: 0.30
Theta: -0.01
Omega: 2.12
Rho: 0.13
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.550
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -72.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.560 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -