OverviewChartNewsTraderScreen

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

EUWAX
2024-05-17  8:53:49 AM Chg.-0.030 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.950EUR -3.06% -
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: 8.89
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.30
Parity: -1.84
Time value: 1.03
Break-even: 120.30
Moneyness: 0.83
Premium: 0.31
Premium p.a.: 0.50
Spread abs.: 0.08
Spread %: 8.42%
Delta: 0.44
Theta: -0.04
Omega: 3.92
Rho: 0.20
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.74%
1 Month
  -47.51%
3 Months
  -52.97%
YTD
  -54.98%
1 Year
  -35.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.890
1M High / 1M Low: 2.210 0.850
6M High / 6M Low: 2.410 0.850
High (YTD): 2024-03-13 2.410
Low (YTD): 2024-05-09 0.850
52W High: 2024-03-13 2.410
52W Low: 2024-05-09 0.850
Avg. price 1W:   0.936
Avg. volume 1W:   0.000
Avg. price 1M:   1.337
Avg. volume 1M:   0.000
Avg. price 6M:   1.667
Avg. volume 6M:   0.000
Avg. price 1Y:   1.670
Avg. volume 1Y:   0.000
Volatility 1M:   205.96%
Volatility 6M:   126.27%
Volatility 1Y:   109.97%
Volatility 3Y:   -