JP Morgan Call 170 QRVO 16.01.202.../  DE000JK7AQ65  /

EUWAX
2024-05-17  11:06:07 AM Chg.-0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.550EUR -3.51% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 170.00 USD 2026-01-16 Call
 

Master data

WKN: JK7AQ6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-10
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.77
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.30
Parity: -6.49
Time value: 0.85
Break-even: 164.93
Moneyness: 0.59
Premium: 0.80
Premium p.a.: 0.42
Spread abs.: 0.30
Spread %: 54.55%
Delta: 0.32
Theta: -0.02
Omega: 3.41
Rho: 0.34
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month
  -48.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.530
1M High / 1M Low: 1.260 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.550
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -