JP Morgan Call 48 QIA 18.06.2021/  DE000JC5PNH1  /

EUWAX
5/12/2021  9:46:48 AM Chg.+0.002 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.030EUR +7.14% -
Bid Size: -
-
Ask Size: -
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: 34.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.25
Parity: -0.95
Time value: 0.11
Break-even: 49.10
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 10.10
Spread abs.: 0.08
Spread %: 75.45%
Delta: 0.20
Theta: -0.03
Omega: 7.11
Rho: 0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.028
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -83.33%
3 Months
  -93.18%
YTD
  -92.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.028
1M High / 1M Low: 0.180 0.028
6M High / 6M Low: 0.510 0.028
High (YTD): 2/9/2021 0.510
Low (YTD): 5/11/2021 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.279
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.07%
Volatility 6M:   169.80%
Volatility 1Y:   -
Volatility 3Y:   -