JP Morgan Call 120 QRVO 16.01.202.../  DE000JK6JLP9  /

EUWAX
9/20/2024  8:30:07 AM Chg.+0.02 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
1.42EUR +1.43% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 120.00 USD 1/16/2026 Call
 

Master data

WKN: JK6JLP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 1/16/2026
Issue date: 4/3/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.67
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.32
Parity: -1.51
Time value: 1.63
Break-even: 123.83
Moneyness: 0.86
Premium: 0.34
Premium p.a.: 0.25
Spread abs.: 0.20
Spread %: 13.99%
Delta: 0.53
Theta: -0.02
Omega: 3.02
Rho: 0.44
 

Quote data

Open: 1.42
High: 1.42
Low: 1.42
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.80%
1 Month
  -27.92%
3 Months
  -42.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.69 1.32
1M High / 1M Low: 2.14 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -