JP Morgan Call 130 QRVO 16.01.202.../  DE000JK6JLR5  /

EUWAX
2024-05-17  8:26:18 AM Chg.-0.01 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.25EUR -0.79% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 130.00 USD 2026-01-16 Call
 

Master data

WKN: JK6JLR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-03
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -2.81
Time value: 1.45
Break-even: 134.12
Moneyness: 0.77
Premium: 0.46
Premium p.a.: 0.26
Spread abs.: 0.20
Spread %: 16.00%
Delta: 0.48
Theta: -0.02
Omega: 3.02
Rho: 0.49
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.84%
1 Month
  -36.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.21
1M High / 1M Low: 2.35 1.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.24
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -