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JP Morgan Call 105 QRVO 17.01.202.../  DE000JL1PU17  /

EUWAX
2024-05-31  9:00:10 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.980EUR +5.38% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 105.00 - 2025-01-17 Call
 

Master data

WKN: JL1PU1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.30
Parity: -1.43
Time value: 1.11
Break-even: 116.10
Moneyness: 0.86
Premium: 0.28
Premium p.a.: 0.48
Spread abs.: 0.07
Spread %: 6.73%
Delta: 0.47
Theta: -0.04
Omega: 3.85
Rho: 0.20
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month
  -60.64%
3 Months
  -56.44%
YTD
  -58.47%
1 Year
  -52.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.930
1M High / 1M Low: 1.320 0.930
6M High / 6M Low: 2.670 0.930
High (YTD): 2024-03-13 2.670
Low (YTD): 2024-05-30 0.930
52W High: 2024-03-13 2.670
52W Low: 2024-05-30 0.930
Avg. price 1W:   1.010
Avg. volume 1W:   0.000
Avg. price 1M:   1.082
Avg. volume 1M:   0.000
Avg. price 6M:   1.868
Avg. volume 6M:   0.000
Avg. price 1Y:   1.839
Avg. volume 1Y:   0.000
Volatility 1M:   98.25%
Volatility 6M:   121.59%
Volatility 1Y:   104.54%
Volatility 3Y:   -