JP Morgan Call 160 QRVO 17.01.2025
/ DE000JL82W68
JP Morgan Call 160 QRVO 17.01.202.../ DE000JL82W68 /
| 14/06/2024 08:37:46 |
Chg.+0.090 |
Bid18:02:35 |
Ask18:02:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+36.00% |
0.310
Bid Size: 30,000 |
0.350
Ask Size: 30,000 |
Qorvo Inc |
160.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JL82W6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
25/07/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
-4.34 |
| Time value: |
0.40 |
| Break-even: |
153.01 |
| Moneyness: |
0.71 |
| Premium: |
0.45 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.09 |
| Spread %: |
30.30% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
5.88 |
| Rho: |
0.12 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+161.54% |
| 1 Month |
|
|
+183.33% |
| 3 Months |
|
|
-46.03% |
| YTD |
|
|
-40.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.100 |
| 6M High / 6M Low: |
0.730 |
0.100 |
| High (YTD): |
13/03/2024 |
0.730 |
| Low (YTD): |
30/05/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.07% |
| Volatility 6M: |
|
216.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
