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

EUWAX
07/06/2024  09:03:14 Chg.-0.010 Bid19:29:27 Ask19:29:27 Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.340
Bid Size: 50,000		 0.370
Ask Size: 50,000		 Qorvo Inc 135.00 - 17/01/2025 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: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.86
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.29
Parity: -4.32
Time value: 0.44
Break-even: 139.40
Moneyness: 0.68
Premium: 0.52
Premium p.a.: 0.98
Spread abs.: 0.10
Spread %: 29.41%
Delta: 0.24
Theta: -0.03
Omega: 5.06
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month     0.00%
3 Months
  -69.09%
YTD
  -69.64%
1 Year
  -68.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.390 0.270
6M High / 6M Low: 1.360 0.270
High (YTD): 13/03/2024 1.360
Low (YTD): 30/05/2024 0.270
52W High: 01/08/2023 1.470
52W Low: 30/05/2024 0.270
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.858
Avg. volume 1Y:   0.000
Volatility 1M:   141.68%
Volatility 6M:   164.26%
Volatility 1Y:   136.51%
Volatility 3Y:   -