JP Morgan Put 100 QRVO 16.08.2024
/ DE000JL9M7S6
JP Morgan Put 100 QRVO 16.08.2024/ DE000JL9M7S6 /
| 6/7/2024 8:27:14 AM |
Chg.-0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
100.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
JL9M7S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
8/15/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.00 |
| Time value: |
0.66 |
| Break-even: |
85.21 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
-0.45 |
| Theta: |
-0.04 |
| Omega: |
-6.23 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.74% |
| 1 Month |
|
|
-31.46% |
| 3 Months |
|
|
+32.61% |
| YTD |
|
|
+1.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
0.890 |
0.610 |
| 6M High / 6M Low: |
1.070 |
0.310 |
| High (YTD): |
1/17/2024 |
1.020 |
| Low (YTD): |
4/30/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.727 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.04% |
| Volatility 6M: |
|
266.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
