JP Morgan Put 38 QIA 21.05.2021/  DE000JJ6F0N8  /

EUWAX
5/10/2021  8:36:38 AM Chg.- Bid8:09:06 AM Ask8:09:06 AM Underlying Strike price Expiration date Option type
0.063EUR - 0.083
Bid Size: 5,000
0.130
Ask Size: 5,000
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: -33.01
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.25
Parity: -0.16
Time value: 0.12
Break-even: 36.80
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 8.72
Spread abs.: 0.05
Spread %: 40.00%
Delta: -0.39
Theta: -0.10
Omega: -12.75
Rho: 0.00
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -13.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.067 0.056
1M High / 1M Low: 0.094 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   55.714
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -