JP Morgan Call 39 QIA 18.06.2021/  DE000JJ1GWF7  /

EUWAX
5/14/2021  8:38:49 AM Chg.+0.020 Bid6:00:58 PM Ask6:00:58 PM Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.190
Bid Size: 5,000
0.230
Ask Size: 5,000
QIAGEN NV EO... 39.00 EUR 6/18/2021 Call

Master data

WKN: JJ1GWF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 39.00 EUR
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.74
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.25
Parity: -0.05
Time value: 0.23
Break-even: 41.30
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 1.12
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.43
Theta: -0.03
Omega: 7.12
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -64.41%
3 Months
  -77.17%
YTD
  -72.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.610 0.190
6M High / 6M Low: - -
High (YTD): 2/9/2021 1.010
Low (YTD): 5/13/2021 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -