JP Morgan Call 130 BILI 20.01.202.../  DE000JJ9A7A2  /

EUWAX
8/18/2021  9:08:38 AM Chg.- Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.520EUR - -
Bid Size: -
-
Ask Size: -
Bilibili 130.00 - 1/20/2023 Call

Master data

WKN: JJ9A7A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/20/2023
Issue date: 4/19/2021
Last trading day: 8/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 1.14
Historic volatility: 0.65
Parity: -6.43
Time value: 1.04
Break-even: 140.40
Moneyness: 0.51
Premium: 1.14
Premium p.a.: 0.85
Spread abs.: 0.50
Spread %: 48.08%
Delta: 0.33
Theta: -0.02
Omega: 2.08
Rho: 0.14
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.500
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -48.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 2.560 0.500
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.608
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   170.73%
Volatility 1Y:   -
Volatility 3Y:   -