JP Morgan Call 45 QIA 18.06.2021/  DE000JJ1GWJ9  /

EUWAX
5/6/2021  8:46:26 AM Chg.-0.011 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.076EUR -12.64% 0.073
Bid Size: 3,000
0.140
Ask Size: 3,000
QIAGEN NV EO... 45.00 EUR 6/18/2021 Call

Master data

WKN: JJ1GWJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.25
Parity: -0.53
Time value: 0.15
Break-even: 46.50
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 2.79
Spread abs.: 0.07
Spread %: 48.67%
Delta: 0.27
Theta: -0.03
Omega: 7.18
Rho: 0.01
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.00%
1 Month
  -69.60%
3 Months
  -87.74%
YTD
  -84.49%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.076
1M High / 1M Low: 0.290 0.076
6M High / 6M Low: - -
High (YTD): 2/9/2021 0.660
Low (YTD): 5/6/2021 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   207.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -