JP Morgan Put 15 BILI 21.06.2024
/ DE000JL3C0W1
JP Morgan Put 15 BILI 21.06.2024/ DE000JL3C0W1 /
| 2024-05-03 8:53:21 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
Bilibili Inc |
15.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL3C0W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.58 |
| Parity: |
0.13 |
| Time value: |
0.06 |
| Break-even: |
13.10 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-4.44 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-56.41% |
| 3 Months |
|
|
-69.09% |
| YTD |
|
|
-54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.410 |
0.220 |
| 6M High / 6M Low: |
0.570 |
0.220 |
| High (YTD): |
2024-02-05 |
0.570 |
| Low (YTD): |
2024-05-02 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.70% |
| Volatility 6M: |
|
118.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
