JP Morgan Call 160 QRVO 17.01.2025
/ DE000JL82W68
JP Morgan Call 160 QRVO 17.01.202.../ DE000JL82W68 /
2024-05-20 8:37:03 AM |
Chg.- |
Bid8:39:56 AM |
Ask8:39:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
- |
0.130 Bid Size: 1,000 |
0.280 Ask Size: 1,000 |
Qorvo Inc |
160.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
JL82W6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Qorvo Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-07-25 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.30 |
Parity: |
-5.65 |
Time value: |
0.28 |
Break-even: |
150.12 |
Moneyness: |
0.62 |
Premium: |
0.65 |
Premium p.a.: |
1.14 |
Spread abs.: |
0.15 |
Spread %: |
115.38% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
5.56 |
Rho: |
0.08 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
-61.76% |
3 Months |
|
|
-70.45% |
YTD |
|
|
-77.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.120 |
1M High / 1M Low: |
0.550 |
0.110 |
6M High / 6M Low: |
0.730 |
0.110 |
High (YTD): |
2024-03-13 |
0.730 |
Low (YTD): |
2024-05-09 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.16% |
Volatility 6M: |
|
193.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |