JP Morgan Call 40 QIA 21.05.2021/  DE000JJ6YMG8  /

EUWAX
5/14/2021  8:52:47 AM Chg.+0.006 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.057EUR +11.76% 0.043
Bid Size: 5,000
0.100
Ask Size: 5,000
QIAGEN NV EO... 40.00 EUR 5/21/2021 Call

Master data

WKN: JJ6YMG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 5/21/2021
Issue date: 3/5/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.25
Parity: -0.15
Time value: 0.10
Break-even: 41.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 44.22
Spread abs.: 0.06
Spread %: 57.00%
Delta: 0.36
Theta: -0.12
Omega: 13.84
Rho: 0.00
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.15%
1 Month
  -87.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.051
1M High / 1M Low: 0.470 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -