JP Morgan Call 44 QIA 18.06.2021/  DE000JC5PN94  /

EUWAX
5/17/2021  8:18:00 AM Chg.-0.003 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.059EUR -4.84% 0.051
Bid Size: 3,000
0.120
Ask Size: 3,000
QIAGEN NV EO... 44.00 EUR 6/18/2021 Call

Master data

WKN: JC5PN9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.25
Parity: -0.55
Time value: 0.13
Break-even: 45.30
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 5.37
Spread abs.: 0.08
Spread %: 57.69%
Delta: 0.26
Theta: -0.03
Omega: 7.73
Rho: 0.01
 

Quote data

Open: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month
  -80.97%
3 Months
  -90.00%
YTD
  -88.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.062 0.058
1M High / 1M Low: 0.320 0.058
6M High / 6M Low: 0.700 0.058
High (YTD): 2/9/2021 0.700
Low (YTD): 5/13/2021 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.400
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.82%
Volatility 6M:   143.75%
Volatility 1Y:   -
Volatility 3Y:   -