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JP Morgan Put 80 QRVO 17.01.2025/  DE000JL0YX48  /

EUWAX
07/06/2024  08:59:18 Chg.-0.020 Bid17:38:42 Ask17:38:42 Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.370
Bid Size: 50,000		 0.400
Ask Size: 50,000		 Qorvo Inc 80.00 - 17/01/2025 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: 17/01/2025
Issue date: 12/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.40
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -1.18
Time value: 0.45
Break-even: 75.50
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.09
Spread %: 25.00%
Delta: -0.24
Theta: -0.02
Omega: -4.97
Rho: -0.16
 

Quote data

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

Performance

1 Week
  -16.28%
1 Month
  -26.53%
3 Months  
+33.33%
YTD
  -10.00%
1 Year
  -62.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.500 0.350
6M High / 6M Low: 0.600 0.220
High (YTD): 31/01/2024 0.600
Low (YTD): 13/03/2024 0.220
52W High: 30/10/2023 1.090
52W Low: 13/03/2024 0.220
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.608
Avg. volume 1Y:   0.000
Volatility 1M:   110.29%
Volatility 6M:   195.50%
Volatility 1Y:   148.67%
Volatility 3Y:   -