JP Morgan Call 38 QIA 18.06.2021/  DE000JC6JWF7  /

EUWAX
5/7/2021  8:21:11 AM Chg.-0.010 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.330EUR -2.94% -
Bid Size: -
-
Ask Size: -
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: 11.32
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.16
Implied volatility: 0.73
Historic volatility: 0.25
Parity: 0.16
Time value: 0.19
Break-even: 41.50
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.51
Spread abs.: 0.05
Spread %: 14.29%
Delta: 0.51
Theta: -0.02
Omega: 5.82
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month
  -49.23%
3 Months
  -69.44%
YTD
  -59.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.680 0.330
6M High / 6M Low: 1.080 0.330
High (YTD): 2/9/2021 1.080
Low (YTD): 5/7/2021 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.717
Avg. volume 6M:   16.393
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.00%
Volatility 6M:   110.17%
Volatility 1Y:   -
Volatility 3Y:   -