JP Morgan Call 47 QIA 18.06.2021/  DE000JJ1GWR2  /

EUWAX
5/14/2021  8:38:49 AM Chg.+0.005 Bid8:58:15 PM Ask8:58:15 PM Underlying Strike price Expiration date Option type
0.035EUR +16.67% 0.031
Bid Size: 2,000
0.110
Ask Size: 2,000
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: 35.01
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.25
Parity: -0.85
Time value: 0.11
Break-even: 48.10
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 9.88
Spread abs.: 0.08
Spread %: 71.82%
Delta: 0.21
Theta: -0.03
Omega: 7.42
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -79.41%
3 Months
  -93.14%
YTD
  -91.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.038 0.030
1M High / 1M Low: 0.200 0.030
6M High / 6M Low: - -
High (YTD): 2/9/2021 0.560
Low (YTD): 5/13/2021 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -