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JP Morgan Call 135 QRVO 17.01.202.../  DE000JL1PTS3  /

EUWAX
2024-05-31  9:00:09 AM Chg.+0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.310EUR +14.81% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 135.00 - 2025-01-17 Call
 

Master data

WKN: JL1PTS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.09
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -4.43
Time value: 0.43
Break-even: 139.30
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 0.98
Spread abs.: 0.10
Spread %: 30.30%
Delta: 0.24
Theta: -0.03
Omega: 5.03
Rho: 0.11
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month
  -73.28%
3 Months
  -69.00%
YTD
  -72.32%
1 Year
  -71.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.450 0.270
6M High / 6M Low: 1.360 0.270
High (YTD): 2024-03-13 1.360
Low (YTD): 2024-05-30 0.270
52W High: 2023-08-01 1.470
52W Low: 2024-05-30 0.270
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.344
Avg. volume 1M:   0.000
Avg. price 6M:   0.821
Avg. volume 6M:   0.000
Avg. price 1Y:   0.869
Avg. volume 1Y:   0.000
Volatility 1M:   147.38%
Volatility 6M:   163.79%
Volatility 1Y:   136.81%
Volatility 3Y:   -