JP Morgan Call 44 QIA 21.05.2021/  DE000JJ6DYZ7  /

EUWAX
5/14/2021  8:25:08 AM Chg.-0.001 Bid8:58:15 PM Ask8:58:15 PM Underlying Strike price Expiration date Option type
0.013EUR -7.14% 0.012
Bid Size: 2,000
0.092
Ask Size: 2,000
QIAGEN NV EO... 44.00 EUR 5/21/2021 Call

Master data

WKN: JJ6DYZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.41
Historic volatility: 0.25
Parity: -0.55
Time value: 0.09
Break-even: 44.92
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 86.96%
Delta: 0.24
Theta: -0.17
Omega: 10.19
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -94.35%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.019 0.009
1M High / 1M Low: 0.240 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -