JP Morgan Call 47 QIA 18.06.2021/  DE000JJ1GWR2  /

EUWAX
5/12/2021  9:47:58 AM Chg.+0.001 Bid12:52:31 PM Ask12:52:31 PM Underlying Strike price Expiration date Option type
0.034EUR +3.03% 0.033
Bid Size: 7,500
0.048
Ask Size: 7,500
QIAGEN NV EO... 47.00 EUR 6/18/2021 Call

Master data

WKN: JJ1GWR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.25
Parity: -0.85
Time value: 0.11
Break-even: 48.10
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 8.06
Spread abs.: 0.08
Spread %: 71.82%
Delta: 0.21
Theta: -0.03
Omega: 7.35
Rho: 0.01
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.35%
1 Month
  -83.00%
3 Months
  -92.92%
YTD
  -91.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.057 0.033
1M High / 1M Low: 0.210 0.033
6M High / 6M Low: - -
High (YTD): 2/9/2021 0.560
Low (YTD): 5/11/2021 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -