JP Morgan Call 46 QIA 18.06.2021/  DE000JC5PNC2  /

EUWAX
5/17/2021  8:18:00 AM Chg.-0.002 Bid2:06:51 PM Ask2:06:51 PM Underlying Strike price Expiration date Option type
0.039EUR -4.88% 0.034
Bid Size: 7,500
0.049
Ask Size: 7,500
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: 35.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.25
Parity: -0.75
Time value: 0.11
Break-even: 47.10
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 8.94
Spread abs.: 0.07
Spread %: 67.27%
Delta: 0.22
Theta: -0.03
Omega: 7.73
Rho: 0.01
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -83.04%
3 Months
  -92.64%
YTD
  -91.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.048 0.038
1M High / 1M Low: 0.230 0.038
6M High / 6M Low: 0.600 0.038
High (YTD): 2/9/2021 0.600
Low (YTD): 5/13/2021 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.07%
Volatility 6M:   155.65%
Volatility 1Y:   -
Volatility 3Y:   -