JP Morgan Put 95 QRVO 17.01.2025
/ DE000JL1PTV7
JP Morgan Put 95 QRVO 17.01.2025/ DE000JL1PTV7 /
| 5/31/2024 9:00:09 AM |
Chg.-0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-4.04% |
-
Bid Size: - |
-
Ask Size: - |
Qorvo Inc |
95.00 - |
1/17/2025 |
Put |
Master data
| WKN: |
JL1PTV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Qorvo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/12/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.30 |
| Parity: |
0.43 |
| Time value: |
0.51 |
| Break-even: |
85.60 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
8.05% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-4.77 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.74% |
| 1 Month |
|
|
+82.69% |
| 3 Months |
|
|
+63.79% |
| YTD |
|
|
+28.38% |
| 1 Year |
|
|
-38.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.880 |
| 1M High / 1M Low: |
1.070 |
0.800 |
| 6M High / 6M Low: |
1.190 |
0.500 |
| High (YTD): |
1/31/2024 |
1.110 |
| Low (YTD): |
3/4/2024 |
0.500 |
| 52W High: |
10/30/2023 |
1.790 |
| 52W Low: |
3/4/2024 |
0.500 |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.098 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
86.34% |
| Volatility 6M: |
|
164.69% |
| Volatility 1Y: |
|
126.44% |
| Volatility 3Y: |
|
- |
