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JP Morgan Call 110 QRVO 17.01.202.../  DE000JL0YX55  /

EUWAX
2024-05-31  8:58:28 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.810EUR +6.58% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 110.00 - 2025-01-17 Call
 

Master data

WKN: JL0YX5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.65
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.30
Parity: -1.93
Time value: 0.94
Break-even: 119.40
Moneyness: 0.82
Premium: 0.32
Premium p.a.: 0.55
Spread abs.: 0.08
Spread %: 9.30%
Delta: 0.42
Theta: -0.04
Omega: 4.08
Rho: 0.18
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.95%
1 Month
  -63.35%
3 Months
  -59.30%
YTD
  -61.61%
1 Year
  -56.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.760
1M High / 1M Low: 1.120 0.760
6M High / 6M Low: 2.410 0.760
High (YTD): 2024-03-13 2.410
Low (YTD): 2024-05-30 0.760
52W High: 2024-03-13 2.410
52W Low: 2024-05-30 0.760
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.903
Avg. volume 1M:   0.000
Avg. price 6M:   1.644
Avg. volume 6M:   0.000
Avg. price 1Y:   1.633
Avg. volume 1Y:   0.000
Volatility 1M:   105.39%
Volatility 6M:   128.45%
Volatility 1Y:   109.44%
Volatility 3Y:   -