JP Morgan Put 42 QIA 21.05.2021/  DE000JJ6DZ07  /

EUWAX
5/14/2021  8:25:08 AM Chg.-0.030 Bid8:58:38 PM Ask8:58:38 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% 0.360
Bid Size: 3,000
0.430
Ask Size: 3,000
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: -8.96
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.35
Implied volatility: 0.83
Historic volatility: 0.25
Parity: 0.35
Time value: 0.08
Break-even: 37.70
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 2.55
Spread abs.: 0.07
Spread %: 16.28%
Delta: -0.80
Theta: -0.15
Omega: -7.19
Rho: -0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.43%
1 Month  
+112.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.380 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -