JP Morgan Call 46 QIA 21.05.2021/  DE000JJ6DZE9  /

EUWAX
5/17/2021  8:26:08 AM Chg.-0.001 Bid10:17:19 AM Ask10:17:19 AM Underlying Strike price Expiration date Option type
0.009EUR -10.00% 0.005
Bid Size: 3,000
0.025
Ask Size: 3,000
QIAGEN NV EO... 46.00 EUR 5/21/2021 Call

Master data

WKN: JJ6DZE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.98
Historic volatility: 0.25
Parity: -0.75
Time value: 0.09
Break-even: 46.90
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 88.89%
Delta: 0.22
Theta: -0.28
Omega: 9.29
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month
  -94.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.016 0.004
1M High / 1M Low: 0.160 0.004
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   966.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -