JP Morgan Call 48 QIA 18.06.2021/  DE000JC5PNH1  /

EUWAX
5/17/2021  8:18:00 AM Chg.-0.001 Bid9:58:22 PM Ask9:58:22 PM Underlying Strike price Expiration date Option type
0.029EUR -3.33% 0.025
Bid Size: 2,000
0.110
Ask Size: 2,000
QIAGEN NV EO... 48.00 EUR 6/18/2021 Call

Master data

WKN: JC5PNH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 48.00 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: 0.95
Historic volatility: 0.25
Parity: -0.95
Time value: 0.11
Break-even: 49.10
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 14.98
Spread abs.: 0.08
Spread %: 75.45%
Delta: 0.21
Theta: -0.04
Omega: 7.20
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -82.94%
3 Months
  -93.56%
YTD
  -92.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.031 0.028
1M High / 1M Low: 0.170 0.028
6M High / 6M Low: 0.510 0.028
High (YTD): 2/9/2021 0.510
Low (YTD): 5/13/2021 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.13%
Volatility 6M:   169.29%
Volatility 1Y:   -
Volatility 3Y:   -