JP Morgan Put 40 QIA 21.05.2021/  DE000JJ6DZ64  /

EUWAX
5/13/2021  8:26:55 AM Chg.-0.010 Bid11:02:44 AM Ask11:02:44 AM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.220
Bid Size: 15,000
0.230
Ask Size: 15,000
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: -13.73
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.16
Implied volatility: 0.67
Historic volatility: 0.25
Parity: 0.16
Time value: 0.12
Break-even: 37.20
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 3.21
Spread abs.: 0.06
Spread %: 21.43%
Delta: -0.68
Theta: -0.13
Omega: -9.36
Rho: -0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+66.67%
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:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -