JP Morgan Put 40 QIA 18.06.2021/  DE000JC5PN78  /

EUWAX
6/11/2021  8:20:11 AM Chg.-0.050 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
0.140EUR -26.32% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 40.00 EUR 6/18/2021 Put

Master data

WKN: JC5PN7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -23.17
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.06
Implied volatility: 0.56
Historic volatility: 0.26
Parity: 0.06
Time value: 0.11
Break-even: 38.30
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 4.26
Spread abs.: 0.05
Spread %: 29.41%
Delta: -0.62
Theta: -0.13
Omega: -14.33
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -53.33%
3 Months
  -64.10%
YTD
  -69.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.140
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: 0.500 0.130
High (YTD): 3/8/2021 0.470
Low (YTD): 6/1/2021 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.20%
Volatility 6M:   153.90%
Volatility 1Y:   -
Volatility 3Y:   -