JP Morgan Call 48 QIA 21.05.2021/  DE000JJ6DZD1  /

EUWAX
5/17/2021  8:26:08 AM Chg.-0.001 Bid2:22:04 PM Ask2:22:04 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.003
Bid Size: 2,000
0.023
Ask Size: 2,000
QIAGEN NV EO... 48.00 EUR 5/21/2021 Call

Master data

WKN: JJ6DZD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.32
Historic volatility: 0.25
Parity: -0.95
Time value: 0.10
Break-even: 48.99
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 90.91%
Delta: 0.21
Theta: -0.33
Omega: 8.13
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.25%
1 Month
  -92.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.016 0.001
1M High / 1M Low: 0.100 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,714.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -