JP Morgan Call 170 BILI 20.01.202.../  DE000JN0TMV4  /

EUWAX
7/27/2021  8:29:55 AM Chg.- Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.630EUR - -
Bid Size: -
-
Ask Size: -
Bilibili 170.00 - 1/20/2023 Call

Master data

WKN: JN0TMV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 1/20/2023
Issue date: 5/21/2021
Last trading day: 7/28/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.38
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.64
Parity: -10.80
Time value: 0.74
Break-even: 177.40
Moneyness: 0.36
Premium: 1.86
Premium p.a.: 1.19
Spread abs.: 0.10
Spread %: 13.51%
Delta: 0.26
Theta: -0.01
Omega: 2.14
Rho: 0.11
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.670
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -40.00%
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:   -