JP Morgan Call 41 QIA 18.06.2021/  DE000JJ1GWM3  /

EUWAX
5/14/2021  8:38:49 AM Chg.+0.020 Bid8:10:15 PM Ask8:10:15 PM Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.120
Bid Size: 5,000
0.170
Ask Size: 5,000
QIAGEN NV EO... 41.00 EUR 6/18/2021 Call

Master data

WKN: JJ1GWM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 41.00 EUR
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.25
Parity: -0.25
Time value: 0.17
Break-even: 42.70
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 2.03
Spread abs.: 0.05
Spread %: 29.41%
Delta: 0.34
Theta: -0.03
Omega: 7.70
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -69.05%
3 Months
  -83.95%
YTD
  -80.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.480 0.110
6M High / 6M Low: - -
High (YTD): 2/9/2021 0.880
Low (YTD): 5/13/2021 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -