JP Morgan Put 70 BILI 20.01.2023/  DE000JN32RZ3  /

EUWAX
9/17/2021  8:34:21 AM Chg.+0.11 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.55EUR +7.64% -
Bid Size: -
-
Ask Size: -
Bilibili 70.00 - 1/20/2023 Put

Master data

WKN: JN32RZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 1/20/2023
Issue date: 7/7/2021
Last trading day: 1/19/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.98
Leverage: Yes

Calculated values

Fair value: 8.99
Intrinsic value: 0.80
Implied volatility: -
Historic volatility: 0.64
Parity: 0.80
Time value: 0.76
Break-even: 54.40
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.06
Spread %: 3.85%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.02%
1 Month
  -7.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.55 1.26
1M High / 1M Low: 1.89 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -