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JP Morgan Call 15 BILI 17.01.2025/  DE000JL4Z485  /

EUWAX
2024-07-10  8:58:48 AM Chg.+0.020 Bid12:36:14 PM Ask12:36:14 PM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.420
Bid Size: 3,000		 0.440
Ask Size: 3,000		 Bilibili Inc 15.00 - 2025-01-17 Call
 

Master data

WKN: JL4Z48
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili Inc
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2025-01-17
Issue date: 2023-06-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.09
Implied volatility: 0.90
Historic volatility: 0.60
Parity: 0.09
Time value: 0.36
Break-even: 19.50
Moneyness: 1.06
Premium: 0.23
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.67
Theta: -0.01
Omega: 2.37
Rho: 0.03
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month  
+61.54%
3 Months  
+121.05%
YTD  
+90.91%
1 Year
  -17.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.600 0.260
6M High / 6M Low: 0.600 0.110
High (YTD): 2024-06-19 0.600
Low (YTD): 2024-02-05 0.110
52W High: 2023-07-28 0.760
52W Low: 2024-02-05 0.110
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.232
Avg. volume 6M:   0.000
Avg. price 1Y:   0.323
Avg. volume 1Y:   0.000
Volatility 1M:   275.28%
Volatility 6M:   200.02%
Volatility 1Y:   170.11%
Volatility 3Y:   -