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JP Morgan Call 150 QRVO 17.01.202.../  DE000JL1PTY1  /

EUWAX
07/06/2024  09:03:16 Chg.-0.010 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 150.00 - 17/01/2025 Call
 

Master data

WKN: JL1PTY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.91
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.30
Parity: -5.79
Time value: 0.33
Break-even: 153.30
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 1.30
Spread abs.: 0.15
Spread %: 83.33%
Delta: 0.19
Theta: -0.02
Omega: 5.20
Rho: 0.08
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month     0.00%
3 Months
  -78.65%
YTD
  -74.67%
1 Year
  -75.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.180
1M High / 1M Low: 0.230 0.150
6M High / 6M Low: 0.940 0.150
High (YTD): 13/03/2024 0.940
Low (YTD): 30/05/2024 0.150
52W High: 01/08/2023 1.080
52W Low: 30/05/2024 0.150
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.579
Avg. volume 1Y:   0.000
Volatility 1M:   180.47%
Volatility 6M:   182.72%
Volatility 1Y:   152.19%
Volatility 3Y:   -