JP Morgan Call 140 QRVO 16.01.202.../  DE000JK6JLT1  /

EUWAX
2024-05-22  8:26:01 AM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.970EUR -3.96% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 140.00 USD 2026-01-16 Call
 

Master data

WKN: JK6JLT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 7.72
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.30
Parity: -3.87
Time value: 1.17
Break-even: 140.68
Moneyness: 0.70
Premium: 0.56
Premium p.a.: 0.31
Spread abs.: 0.20
Spread %: 20.62%
Delta: 0.42
Theta: -0.02
Omega: 3.21
Rho: 0.43
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 1.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.90%
1 Month
  -30.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 1.000
1M High / 1M Low: 2.010 0.920
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.016
Avg. volume 1W:   0.000
Avg. price 1M:   1.231
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -