JP Morgan Put 100 QRVO 16.08.2024
/ DE000JL9M7S6
JP Morgan Put 100 QRVO 16.08.2024/ DE000JL9M7S6 /
| 2024-05-31 12:13:15 PM |
Chg.-0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-1.30% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
100.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
JL9M7S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-08-15 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.15 |
| Time value: |
0.52 |
| Break-even: |
85.54 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
5.88% |
| Delta: |
-0.49 |
| Theta: |
-0.04 |
| Omega: |
-6.63 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.30% |
| 1 Month |
|
|
+145.16% |
| 3 Months |
|
|
+76.74% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.670 |
| 1M High / 1M Low: |
0.920 |
0.610 |
| 6M High / 6M Low: |
1.180 |
0.310 |
| High (YTD): |
2024-01-17 |
1.020 |
| Low (YTD): |
2024-04-30 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.80% |
| Volatility 6M: |
|
265.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
