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JP Morgan Call 15 BILI 21.06.2024/  DE000JL4BF43  /

EUWAX
2024-06-05  9:52:38 AM Chg.+0.035 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.110EUR +46.67% -
Bid Size: -		 -
Ask Size: -		 Bilibili Inc 15.00 - 2024-06-21 Call
 

Master data

WKN: JL4BF4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili Inc
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2023-06-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.28
Historic volatility: 0.59
Parity: -0.13
Time value: 0.10
Break-even: 15.97
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 31.93
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.42
Theta: -0.05
Omega: 5.95
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.075
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+89.66%
1 Month
  -31.25%
3 Months  
+80.33%
YTD     0.00%
1 Year
  -73.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.058
1M High / 1M Low: 0.250 0.058
6M High / 6M Low: 0.250 0.032
High (YTD): 2024-05-20 0.250
Low (YTD): 2024-02-05 0.032
52W High: 2023-06-15 0.630
52W Low: 2024-02-05 0.032
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.218
Avg. volume 1Y:   0.000
Volatility 1M:   355.86%
Volatility 6M:   327.76%
Volatility 1Y:   259.94%
Volatility 3Y:   -