JP Morgan Put 38 QIA 21.05.2021/  DE000JJ6F0N8  /

EUWAX
5/17/2021  8:35:28 AM Chg.-0.012 Bid3:40:11 PM Ask3:40:11 PM Underlying Strike price Expiration date Option type
0.048EUR -20.00% 0.046
Bid Size: 15,000
0.056
Ask Size: 15,000
QIAGEN NV EO... 38.00 EUR 5/21/2021 Put

Master data

WKN: JJ6F0N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 38.00 EUR
Maturity: 5/21/2021
Issue date: 2/25/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -32.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.25
Parity: -0.05
Time value: 0.12
Break-even: 36.80
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 51.69
Spread abs.: 0.06
Spread %: 45.83%
Delta: -0.45
Theta: -0.19
Omega: -14.44
Rho: 0.00
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month  
+2.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.093 0.060
1M High / 1M Low: 0.094 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   58.500
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -