JP Morgan Call 40 QIA 18.06.2021/  DE000JC6JWG5  /

EUWAX
5/17/2021  8:20:01 AM Chg.0.000 Bid11:08:24 AM Ask11:08:24 AM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.150
Bid Size: 15,000
0.160
Ask Size: 15,000
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: 19.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.25
Parity: -0.15
Time value: 0.20
Break-even: 42.00
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.69
Spread abs.: 0.05
Spread %: 25.00%
Delta: 0.38
Theta: -0.03
Omega: 7.41
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -69.81%
3 Months
  -81.18%
YTD
  -77.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.540 0.150
6M High / 6M Low: 0.940 0.150
High (YTD): 2/9/2021 0.940
Low (YTD): 5/13/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.311
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.62%
Volatility 6M:   115.05%
Volatility 1Y:   -
Volatility 3Y:   -