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JP Morgan Put 80 QRVO 17.01.2025/  DE000JL0YX48  /

EUWAX
2024-05-31  8:58:28 AM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.430EUR -6.52% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 80.00 - 2025-01-17 Put
 

Master data

WKN: JL0YX4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.30
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.07
Time value: 0.47
Break-even: 75.30
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.28
Spread abs.: 0.08
Spread %: 20.51%
Delta: -0.25
Theta: -0.02
Omega: -4.92
Rho: -0.18
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.50%
1 Month  
+86.96%
3 Months  
+59.26%
YTD  
+7.50%
1 Year
  -56.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.510 0.350
6M High / 6M Low: 0.660 0.220
High (YTD): 2024-01-31 0.600
Low (YTD): 2024-03-13 0.220
52W High: 2023-10-30 1.090
52W Low: 2024-03-13 0.220
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   104.64%
Volatility 6M:   194.60%
Volatility 1Y:   148.01%
Volatility 3Y:   -