JP Morgan Call 95 QRVO 16.08.2024
/ DE000JB2XSG4
JP Morgan Call 95 QRVO 16.08.2024/ DE000JB2XSG4 /
| 2024-06-07 10:04:22 AM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+1.06% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
95.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB2XSG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.46 |
| Time value: |
0.54 |
| Break-even: |
97.22 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.04 |
| Spread %: |
4.17% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
5.98 |
| Rho: |
0.10 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.25% |
| 1 Month |
|
|
+7.95% |
| 3 Months |
|
|
-60.74% |
| YTD |
|
|
-61.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.790 |
| 1M High / 1M Low: |
1.050 |
0.730 |
| 6M High / 6M Low: |
2.790 |
0.730 |
| High (YTD): |
2024-03-13 |
2.790 |
| Low (YTD): |
2024-05-30 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.23% |
| Volatility 6M: |
|
146.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
