JP Morgan Call 40 QIA 18.06.2021/  DE000JC6JWG5  /

EUWAX
6/17/2021  8:22:11 AM Chg.+0.017 Bid8:26:45 AM Ask8:26:45 AM Underlying Strike price Expiration date Option type
0.054EUR +45.95% 0.053
Bid Size: 100,000
0.140
Ask Size: 5,000
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: 39.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.13
Historic volatility: 0.26
Parity: -0.06
Time value: 0.10
Break-even: 41.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.06
Spread %: 57.00%
Delta: 0.43
Theta: -0.30
Omega: 17.05
Rho: 0.00
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -66.25%
3 Months
  -87.14%
YTD
  -92.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.062 0.037
1M High / 1M Low: 0.190 0.037
6M High / 6M Low: 0.940 0.037
High (YTD): 2/9/2021 0.940
Low (YTD): 6/16/2021 0.037
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.65%
Volatility 6M:   153.23%
Volatility 1Y:   -
Volatility 3Y:   -