JP Morgan Call 46 QIA 18.06.2021/  DE000JC5PNC2  /

EUWAX
5/7/2021  8:19:06 AM Chg.-0.005 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.056EUR -8.20% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 46.00 EUR 6/18/2021 Call

Master data

WKN: JC5PNC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.25
Parity: -0.63
Time value: 0.13
Break-even: 47.30
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 3.54
Spread abs.: 0.07
Spread %: 55.38%
Delta: 0.24
Theta: -0.03
Omega: 7.46
Rho: 0.01
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -73.33%
3 Months
  -90.18%
YTD
  -87.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.061
1M High / 1M Low: 0.250 0.061
6M High / 6M Low: 0.600 0.061
High (YTD): 2/9/2021 0.600
Low (YTD): 5/6/2021 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.95%
Volatility 6M:   161.41%
Volatility 1Y:   -
Volatility 3Y:   -