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JP Morgan Call 135 QRVO 17.01.202.../  DE000JL1PTS3  /

EUWAX
17/05/2024  08:56:05 Chg.-0.010 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.370EUR -2.63% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 135.00 - 17/01/2025 Call
 

Master data

WKN: JL1PTS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.48
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.30
Parity: -4.34
Time value: 0.47
Break-even: 139.70
Moneyness: 0.68
Premium: 0.53
Premium p.a.: 0.88
Spread abs.: 0.10
Spread %: 27.03%
Delta: 0.25
Theta: -0.03
Omega: 4.90
Rho: 0.12
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.12%
1 Month
  -59.34%
3 Months
  -64.76%
YTD
  -66.96%
1 Year
  -55.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 1.160 0.320
6M High / 6M Low: 1.360 0.320
High (YTD): 13/03/2024 1.360
Low (YTD): 09/05/2024 0.320
52W High: 01/08/2023 1.470
52W Low: 09/05/2024 0.320
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   0.898
Avg. volume 1Y:   0.000
Volatility 1M:   254.41%
Volatility 6M:   158.01%
Volatility 1Y:   135.70%
Volatility 3Y:   -