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JP Morgan Put 95 QRVO 17.01.2025/  DE000JL1PTV7  /

EUWAX
2024-05-17  8:56:07 AM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.880EUR +2.33% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 95.00 - 2025-01-17 Put
 

Master data

WKN: JL1PTV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.54
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.34
Implied volatility: 0.30
Historic volatility: 0.30
Parity: 0.34
Time value: 0.62
Break-even: 85.40
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 9.09%
Delta: -0.47
Theta: -0.01
Omega: -4.47
Rho: -0.35
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month  
+17.33%
3 Months  
+35.38%
YTD  
+18.92%
1 Year
  -49.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 1.070 0.520
6M High / 6M Low: 1.290 0.500
High (YTD): 2024-01-31 1.110
Low (YTD): 2024-03-04 0.500
52W High: 2023-10-30 1.790
52W Low: 2024-03-04 0.500
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.857
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   0.000
Avg. price 1Y:   1.130
Avg. volume 1Y:   0.000
Volatility 1M:   330.14%
Volatility 6M:   163.62%
Volatility 1Y:   125.86%
Volatility 3Y:   -