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JP Morgan Put 80 QRVO 17.01.2025/  DE000JL0YX48  /

EUWAX
2024-05-17  8:53:49 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.400EUR +5.26% -
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: -18.69
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.16
Time value: 0.49
Break-even: 75.10
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.28
Spread abs.: 0.09
Spread %: 22.50%
Delta: -0.25
Theta: -0.02
Omega: -4.65
Rho: -0.19
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.89%
1 Month  
+14.29%
3 Months  
+21.21%
YTD     0.00%
1 Year
  -63.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.380
1M High / 1M Low: 0.510 0.230
6M High / 6M Low: 0.730 0.220
High (YTD): 2024-01-31 0.600
Low (YTD): 2024-03-13 0.220
52W High: 2023-05-25 1.130
52W Low: 2024-03-13 0.220
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.426
Avg. volume 6M:   0.000
Avg. price 1Y:   0.646
Avg. volume 1Y:   0.000
Volatility 1M:   389.33%
Volatility 6M:   192.92%
Volatility 1Y:   146.79%
Volatility 3Y:   -