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

EUWAX
07/06/2024  09:03:14 Chg.-0.010 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.340EUR -2.86% -
Bid Size: -		 -
Ask Size: -		 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: 21.42
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -4.29
Time value: 0.43
Break-even: 139.30
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.97
Spread abs.: 0.10
Spread %: 30.30%
Delta: 0.24
Theta: -0.03
Omega: 5.14
Rho: 0.11
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month     0.00%
3 Months
  -73.64%
YTD
  -69.64%
1 Year
  -68.81%
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:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   0.000
Avg. price 1Y:   0.855
Avg. volume 1Y:   0.000
Volatility 1M:   142.13%
Volatility 6M:   162.15%
Volatility 1Y:   136.53%
Volatility 3Y:   -