JP Morgan Call 95 QRVO 21.06.2024
/ DE000JK9AF74
JP Morgan Call 95 QRVO 21.06.2024/ DE000JK9AF74 /
| 2024-06-07 8:43:24 AM |
Chg.+0.050 |
Bid8:17:01 PM |
Ask8:17:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+9.09% |
0.540
Bid Size: 50,000 |
0.550
Ask Size: 50,000 |
Qorvo Inc |
95.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK9AF7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.46 |
| Time value: |
0.18 |
| Break-even: |
93.62 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
6.67% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
10.29 |
| Rho: |
0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.420 |
| 1M High / 1M Low: |
0.690 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.540 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
