JP Morgan Call 42 QIA 18.06.2021/  DE000JC5PN60  /

EUWAX
5/7/2021  8:19:04 AM Chg.0.000 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 42.00 EUR 6/18/2021 Call

Master data

WKN: JC5PN6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.25
Parity: -0.24
Time value: 0.18
Break-even: 43.80
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 1.45
Spread abs.: 0.05
Spread %: 27.78%
Delta: 0.34
Theta: -0.02
Omega: 7.44
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -64.29%
3 Months
  -81.48%
YTD
  -75.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.420 0.150
6M High / 6M Low: 0.810 0.150
High (YTD): 2/9/2021 0.810
Low (YTD): 5/7/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.505
Avg. volume 6M:   9.836
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.19%
Volatility 6M:   135.32%
Volatility 1Y:   -
Volatility 3Y:   -