JP Morgan Call 20 BILI 21.06.2024
/ DE000JL3LEW2
JP Morgan Call 20 BILI 21.06.2024/ DE000JL3LEW2 /
| 2024-05-03 8:56:04 AM |
Chg.+0.021 |
Bid7:52:41 PM |
Ask7:52:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
+56.76% |
0.058
Bid Size: 300,000 |
0.068
Ask Size: 300,000 |
Bilibili Inc |
20.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL3LEW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.58 |
| Parity: |
-0.63 |
| Time value: |
0.07 |
| Break-even: |
20.68 |
| Moneyness: |
0.69 |
| Premium: |
0.51 |
| Premium p.a.: |
20.26 |
| Spread abs.: |
0.01 |
| Spread %: |
17.24% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
4.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.10% |
| 1 Month |
|
|
+222.22% |
| 3 Months |
|
|
+314.29% |
| YTD |
|
|
+20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.030 |
| 1M High / 1M Low: |
0.037 |
0.011 |
| 6M High / 6M Low: |
0.150 |
0.011 |
| High (YTD): |
2024-03-12 |
0.055 |
| Low (YTD): |
2024-04-19 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.95% |
| Volatility 6M: |
|
289.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
