JP Morgan Call 155 QRVO 16.01.202.../  DE000JK7LTJ9  /

EUWAX
2024-05-17  8:30:30 AM Chg.-0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.750EUR -1.32% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 155.00 USD 2026-01-16 Call
 

Master data

WKN: JK7LTJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 155.00 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: 8.72
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.30
Parity: -5.11
Time value: 1.05
Break-even: 153.12
Moneyness: 0.64
Premium: 0.67
Premium p.a.: 0.36
Spread abs.: 0.30
Spread %: 40.00%
Delta: 0.37
Theta: -0.02
Omega: 3.24
Rho: 0.39
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.63%
1 Month
  -43.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.710
1M High / 1M Low: 1.590 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   1.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -