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

EUWAX
9/17/2021  8:16:47 AM Chg.-0.050 Bid9:56:18 PM Ask9:56:18 PM Underlying Strike price Expiration date Option type
0.300EUR -14.29% 0.330
Bid Size: 50,000
0.430
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: 14.42
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.64
Parity: -7.87
Time value: 0.43
Break-even: 145.02
Moneyness: 0.44
Premium: 1.34
Premium p.a.: 0.89
Spread abs.: 0.10
Spread %: 23.26%
Delta: 0.18
Theta: -0.01
Omega: 2.60
Rho: 0.09
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.17%
1 Month  
+7.14%
3 Months
  -73.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.300
1M High / 1M Low: 0.640 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.435
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -