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JP Morgan Put 80 QRVO 17.01.2025/  DE000JL0YX48  /

EUWAX
2024-06-07  8:59:18 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 80.00 - 2025-01-17 Put
 

Master data

WKN: JL0YX4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.47
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -1.21
Time value: 0.45
Break-even: 75.50
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.08
Spread %: 21.62%
Delta: -0.24
Theta: -0.02
Omega: -4.94
Rho: -0.16
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month
  -25.00%
3 Months  
+44.00%
YTD
  -10.00%
1 Year
  -61.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.500 0.350
6M High / 6M Low: 0.600 0.220
High (YTD): 2024-01-31 0.600
Low (YTD): 2024-03-13 0.220
52W High: 2023-10-30 1.090
52W Low: 2024-03-13 0.220
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.413
Avg. volume 1M:   0.000
Avg. price 6M:   0.391
Avg. volume 6M:   0.000
Avg. price 1Y:   0.606
Avg. volume 1Y:   0.000
Volatility 1M:   111.21%
Volatility 6M:   195.27%
Volatility 1Y:   148.75%
Volatility 3Y:   -