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JP Morgan Call 110 QRVO 17.01.202.../  DE000JL0YX55  /

EUWAX
6/7/2024  8:59:18 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.920EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 110.00 - 1/17/2025 Call
 

Master data

WKN: JL0YX5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.29
Parity: -1.82
Time value: 0.99
Break-even: 119.90
Moneyness: 0.83
Premium: 0.31
Premium p.a.: 0.55
Spread abs.: 0.07
Spread %: 7.61%
Delta: 0.43
Theta: -0.04
Omega: 4.03
Rho: 0.18
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.58%
1 Month  
+5.75%
3 Months
  -54.90%
YTD
  -56.40%
1 Year
  -50.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.810
1M High / 1M Low: 0.990 0.760
6M High / 6M Low: 2.410 0.760
High (YTD): 3/13/2024 2.410
Low (YTD): 5/30/2024 0.760
52W High: 3/13/2024 2.410
52W Low: 5/30/2024 0.760
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.886
Avg. volume 1M:   0.000
Avg. price 6M:   1.631
Avg. volume 6M:   0.000
Avg. price 1Y:   1.619
Avg. volume 1Y:   0.000
Volatility 1M:   100.26%
Volatility 6M:   128.93%
Volatility 1Y:   109.41%
Volatility 3Y:   -