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

EUWAX
6/14/2024  8:58:56 AM Chg.+0.110 Bid6:02:19 PM Ask6:02:19 PM Underlying Strike price Expiration date Option type
0.470EUR +30.56% 0.440
Bid Size: 50,000		 0.470
Ask Size: 50,000		 Qorvo Inc 150.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/12/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.52
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.30
Parity: -4.44
Time value: 0.57
Break-even: 155.70
Moneyness: 0.70
Premium: 0.47
Premium p.a.: 0.92
Spread abs.: 0.10
Spread %: 21.28%
Delta: 0.27
Theta: -0.03
Omega: 4.95
Rho: 0.13
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+147.37%
1 Month  
+161.11%
3 Months
  -42.68%
YTD
  -37.33%
1 Year
  -43.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.170
1M High / 1M Low: 0.360 0.150
6M High / 6M Low: 0.940 0.150
High (YTD): 3/13/2024 0.940
Low (YTD): 5/30/2024 0.150
52W High: 8/1/2023 1.080
52W Low: 5/30/2024 0.150
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.512
Avg. volume 6M:   0.000
Avg. price 1Y:   0.570
Avg. volume 1Y:   0.000
Volatility 1M:   268.66%
Volatility 6M:   199.65%
Volatility 1Y:   163.74%
Volatility 3Y:   -