JP Morgan Call 40 QIA 18.06.2021/  DE000JC6JWG5  /

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
0.220EUR -4.35% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 40.00 EUR 6/18/2021 Call

Master data

WKN: JC6JWG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 6/18/2021
Issue date: 9/8/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.72
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.25
Parity: -0.03
Time value: 0.27
Break-even: 42.70
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.87
Spread abs.: 0.04
Spread %: 14.81%
Delta: 0.43
Theta: -0.02
Omega: 6.38
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month
  -53.19%
3 Months
  -75.28%
YTD
  -69.01%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.540 0.230
6M High / 6M Low: 0.940 0.230
High (YTD): 2/9/2021 0.940
Low (YTD): 5/6/2021 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.606
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.93%
Volatility 6M:   119.66%
Volatility 1Y:   -
Volatility 3Y:   -