JP Morgan Call 95 BILI 20.01.2023/  DE000JN38928  /

EUWAX
12/3/2021  9:03:01 AM Chg.-0.110 Bid6:25:34 PM Ask6:25:34 PM Underlying Strike price Expiration date Option type
0.690EUR -13.75% 0.590
Bid Size: 75,000
0.640
Ask Size: 75,000
Bilibili 95.00 USD 1/20/2023 Call

Master data

WKN: JN3892
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 1/20/2023
Issue date: 7/9/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 1.11
Historic volatility: 0.66
Parity: -3.17
Time value: 0.90
Break-even: 93.03
Moneyness: 0.62
Premium: 0.78
Premium p.a.: 0.66
Spread abs.: 0.20
Spread %: 22.22%
Delta: 0.36
Theta: -0.01
Omega: 2.11
Rho: 0.11
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -50.36%
3 Months
  -57.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.200 0.800
1M High / 1M Low: 2.050 0.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.996
Avg. volume 1W:   0.000
Avg. price 1M:   1.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -