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JP Morgan Call 150 QRVO 17.01.202.../  DE000JL1PTY1  /

EUWAX
2024-05-31  9:00:10 AM Chg.+0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 150.00 - 2025-01-17 Call
 

Master data

WKN: JL1PTY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.30
Parity: -5.93
Time value: 0.34
Break-even: 153.40
Moneyness: 0.60
Premium: 0.69
Premium p.a.: 1.30
Spread abs.: 0.15
Spread %: 78.95%
Delta: 0.19
Theta: -0.02
Omega: 5.04
Rho: 0.09
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -76.00%
3 Months
  -71.88%
YTD
  -76.00%
1 Year
  -77.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.250 0.150
6M High / 6M Low: 0.940 0.150
High (YTD): 2024-03-13 0.940
Low (YTD): 2024-05-30 0.150
52W High: 2023-08-01 1.080
52W Low: 2024-05-30 0.150
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.530
Avg. volume 6M:   0.000
Avg. price 1Y:   0.589
Avg. volume 1Y:   0.000
Volatility 1M:   191.93%
Volatility 6M:   185.91%
Volatility 1Y:   152.96%
Volatility 3Y:   -