JP Morgan Put 42 QIA 21.05.2021/  DE000JJ6DZ07  /

EUWAX
5/7/2021  8:28:38 AM Chg.0.000 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% -
Bid Size: -
-
Ask Size: -
QIAGEN NV EO... 42.00 EUR 5/21/2021 Put

Master data

WKN: JJ6DZ0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 42.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.71
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.24
Implied volatility: 0.51
Historic volatility: 0.25
Parity: 0.24
Time value: 0.13
Break-even: 38.30
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 1.49
Spread abs.: 0.07
Spread %: 18.92%
Delta: -0.78
Theta: -0.10
Omega: -8.33
Rho: -0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -