JP Morgan Call 38 QIA 18.06.2021/  DE000JC6JWF7  /

EUWAX
5/18/2021  9:35:19 AM Chg.-0.030 Bid1:35:07 PM Ask1:35:07 PM Underlying Strike price Expiration date Option type
0.220EUR -12.00% 0.220
Bid Size: 15,000
0.230
Ask Size: 15,000
QIAGEN NV EO... 38.00 EUR 6/18/2021 Call

Master data

WKN: JC6JWF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 6/18/2021
Issue date: 9/8/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.08
Implied volatility: 0.70
Historic volatility: 0.25
Parity: 0.08
Time value: 0.19
Break-even: 40.70
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.77
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.49
Theta: -0.03
Omega: 7.00
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -67.16%
3 Months
  -76.84%
YTD
  -73.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.240
1M High / 1M Low: 0.680 0.240
6M High / 6M Low: 1.080 0.240
High (YTD): 2/9/2021 1.080
Low (YTD): 5/13/2021 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.693
Avg. volume 6M:   14.876
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.32%
Volatility 6M:   102.12%
Volatility 1Y:   -
Volatility 3Y:   -