JP Morgan Call 165 BILI 20.01.202.../  DE000JN0P8N7  /

EUWAX
9/24/2021  8:15:00 AM Chg.-0.020 Bid9:33:05 PM Ask9:33:05 PM Underlying Strike price Expiration date Option type
0.310EUR -6.06% 0.260
Bid Size: 50,000
0.350
Ask Size: 50,000
Bilibili 165.00 USD 1/20/2023 Call

Master data

WKN: JN0P8N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 1/20/2023
Issue date: 5/19/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.44
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.64
Parity: -7.72
Time value: 0.41
Break-even: 144.65
Moneyness: 0.45
Premium: 1.28
Premium p.a.: 0.87
Spread abs.: 0.10
Spread %: 24.39%
Delta: 0.17
Theta: -0.01
Omega: 2.67
Rho: 0.09
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month
  -26.19%
3 Months
  -73.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.640 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -