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JP Morgan Put 15 BILI 17.01.2025/  DE000JL021L0  /

EUWAX
02/08/2024  08:56:33 Chg.0.000 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.220EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Bilibili Inc 15.00 - 17/01/2025 Put
 

Master data

WKN: JL021L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili Inc
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 17/01/2025
Issue date: 05/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.18
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.08
Implied volatility: 0.52
Historic volatility: 0.55
Parity: 0.08
Time value: 0.15
Break-even: 12.70
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.47
Theta: -0.01
Omega: -2.92
Rho: -0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month     0.00%
3 Months
  -31.25%
YTD
  -51.11%
1 Year
  -38.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.260 0.190
6M High / 6M Low: 0.620 0.170
High (YTD): 05/02/2024 0.620
Low (YTD): 19/06/2024 0.170
52W High: 05/02/2024 0.620
52W Low: 19/06/2024 0.170
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.371
Avg. volume 6M:   0.000
Avg. price 1Y:   0.410
Avg. volume 1Y:   0.000
Volatility 1M:   107.86%
Volatility 6M:   103.12%
Volatility 1Y:   87.34%
Volatility 3Y:   -