JP Morgan Call 15 BILI 18.10.2024
/ DE000JK5VEQ9
JP Morgan Call 15 BILI 18.10.2024/ DE000JK5VEQ9 /
| 2024-07-10 8:26:23 AM |
Chg.+0.020 |
Bid1:41:36 PM |
Ask1:41:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.340
Bid Size: 3,000 |
0.350
Ask Size: 3,000 |
Bilibili Inc |
15.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK5VEQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bilibili Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.60 |
| Parity: |
0.20 |
| Time value: |
0.17 |
| Break-even: |
17.57 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.78% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.92% |
| 1 Month |
|
|
+65.00% |
| 3 Months |
|
|
+135.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.520 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.300 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
