JP Morgan Call 160 QRVO 17.01.202.../  DE000JL82W68  /

EUWAX
6/13/2024  8:37:19 AM Chg.+0.100 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.250EUR +66.67% -
Bid Size: -
-
Ask Size: -
Qorvo Inc 160.00 USD 1/17/2025 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: 1/17/2025
Issue date: 7/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.88
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.30
Parity: -4.74
Time value: 0.36
Break-even: 151.58
Moneyness: 0.68
Premium: 0.51
Premium p.a.: 0.99
Spread abs.: 0.14
Spread %: 62.50%
Delta: 0.21
Theta: -0.03
Omega: 5.75
Rho: 0.10
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+92.31%
1 Month  
+108.33%
3 Months
  -60.32%
YTD
  -56.14%
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): 3/13/2024 0.730
Low (YTD): 5/30/2024 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:   -