JP Morgan Call 100 QRVO 19.07.2024
/ DE000JK970Y2
JP Morgan Call 100 QRVO 19.07.202.../ DE000JK970Y2 /
| 13/06/2024 16:57:13 |
Chg.+0.500 |
Bid18:04:57 |
Ask18:04:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+70.42% |
1.260
Bid Size: 30,000 |
1.280
Ask Size: 30,000 |
Qorvo Inc |
100.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK970Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.81 |
| Time value: |
0.25 |
| Break-even: |
103.08 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
7.16 |
| Rho: |
0.06 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
1.210 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+163.04% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
