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JP Morgan Call 115 QRVO 17.01.202.../  DE000JL1PU41  /

EUWAX
2024-05-21  8:55:04 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.720EUR -1.37% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 115.00 - 2025-01-17 Call
 

Master data

WKN: JL1PU4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -2.41
Time value: 0.81
Break-even: 123.10
Moneyness: 0.79
Premium: 0.35
Premium p.a.: 0.58
Spread abs.: 0.08
Spread %: 10.96%
Delta: 0.38
Theta: -0.03
Omega: 4.29
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -47.83%
3 Months
  -54.72%
YTD
  -61.70%
1 Year
  -50.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.730
1M High / 1M Low: 1.960 0.710
6M High / 6M Low: 2.160 0.710
High (YTD): 2024-03-13 2.160
Low (YTD): 2024-05-09 0.710
52W High: 2023-08-01 2.170
52W Low: 2024-05-09 0.710
Avg. price 1W:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   1.459
Avg. volume 6M:   0.000
Avg. price 1Y:   1.476
Avg. volume 1Y:   0.000
Volatility 1M:   217.71%
Volatility 6M:   132.58%
Volatility 1Y:   115.56%
Volatility 3Y:   -