JP Morgan Put 44 QIA 21.05.2021/  DE000JJ6DZF6  /

EUWAX
5/17/2021  8:26:08 AM Chg.-0.010 Bid9:12:25 PM Ask9:12:25 PM Underlying Strike price Expiration date Option type
0.520EUR -1.89% 0.550
Bid Size: 1,000
0.650
Ask Size: 1,000
QIAGEN NV EO... 44.00 EUR 5/21/2021 Put

Master data

WKN: JJ6DZF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 44.00 EUR
Maturity: 5/21/2021
Issue date: 2/24/2021
Last trading day: 5/20/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.11
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.55
Implied volatility: 1.39
Historic volatility: 0.25
Parity: 0.55
Time value: 0.08
Break-even: 37.70
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 5.68
Spread abs.: 0.08
Spread %: 12.70%
Delta: -0.81
Theta: -0.25
Omega: -4.97
Rho: 0.00
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.64%
1 Month  
+100.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.470
1M High / 1M Low: 0.570 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -