JP Morgan Put 40 QIA 21.05.2021/  DE000JJ6DZ64  /

EUWAX
5/14/2021  8:25:07 AM Chg.-0.030 Bid9:57:27 PM Ask9:57:27 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.180
Bid Size: 5,000
0.240
Ask Size: 5,000
QIAGEN NV EO... 40.00 EUR 5/21/2021 Put

Master data

WKN: JJ6DZ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -16.05
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.15
Implied volatility: 0.63
Historic volatility: 0.25
Parity: 0.15
Time value: 0.09
Break-even: 37.60
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 3.14
Spread abs.: 0.06
Spread %: 25.00%
Delta: -0.71
Theta: -0.13
Omega: -11.36
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+91.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.210 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -