JP Morgan Call 42 QIA 21.05.2021/  DE000JJ6JMW6  /

EUWAX
5/14/2021  8:46:54 AM Chg.+0.001 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.022EUR +4.76% 0.018
Bid Size: 3,000
0.088
Ask Size: 3,000
QIAGEN NV EO... 42.00 EUR 5/21/2021 Call

Master data

WKN: JJ6JMW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 5/21/2021
Issue date: 2/26/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.12
Historic volatility: 0.25
Parity: -0.35
Time value: 0.09
Break-even: 42.88
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 79.55%
Delta: 0.28
Theta: -0.14
Omega: 12.10
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.26%
1 Month
  -92.41%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.039 0.021
1M High / 1M Low: 0.340 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -