JP Morgan Call 48 QIA 21.05.2021/  DE000JJ6DZD1  /

EUWAX
5/14/2021  8:25:08 AM Chg.-0.002 Bid9:51:36 PM Ask9:51:36 PM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.009
Bid Size: 2,000
0.099
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: 1.91
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: -0.21
Omega: 8.09
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -90.00%
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:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,527.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -