OverviewChartNewsTraderScreen

JP Morgan Put 15 BILI 21.06.2024/  DE000JL3C0W1  /

EUWAX
5/22/2024  8:52:31 AM Chg.- Bid10:00:05 AM Ask10:00:05 AM Underlying Strike price Expiration date Option type
0.120EUR - 0.130
Bid Size: 7,500		 0.140
Ask Size: 7,500		 Bilibili Inc 15.00 - 6/21/2024 Put
 

Master data

WKN: JL3C0W
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Bilibili Inc
Type: Warrant
Option type: Put
Strike price: 15.00 -
Maturity: 6/21/2024
Issue date: 5/9/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.07
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.05
Implied volatility: 0.57
Historic volatility: 0.59
Parity: 0.05
Time value: 0.07
Break-even: 13.80
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.55
Theta: -0.02
Omega: -6.60
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -65.71%
3 Months
  -75.00%
YTD
  -67.57%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.091
1M High / 1M Low: 0.350 0.091
6M High / 6M Low: 0.570 0.091
High (YTD): 2/5/2024 0.570
Low (YTD): 5/20/2024 0.091
52W High: 2/5/2024 0.570
52W Low: 5/20/2024 0.091
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.386
Avg. volume 6M:   0.000
Avg. price 1Y:   0.349
Avg. volume 1Y:   0.000
Volatility 1M:   240.48%
Volatility 6M:   146.01%
Volatility 1Y:   124.95%
Volatility 3Y:   -