OverviewChartNewsTraderScreen

JP Morgan Put 95 QRVO 17.01.2025/  DE000JL1PTV7  /

EUWAX
6/7/2024  9:03:15 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.820EUR -2.38% -
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: -10.12
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.29
Implied volatility: 0.30
Historic volatility: 0.30
Parity: 0.29
Time value: 0.62
Break-even: 85.90
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.07
Spread %: 8.33%
Delta: -0.47
Theta: -0.01
Omega: -4.73
Rho: -0.32
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.68%
1 Month
  -18.81%
3 Months  
+43.86%
YTD  
+10.81%
1 Year
  -44.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.820
1M High / 1M Low: 1.060 0.800
6M High / 6M Low: 1.110 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:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.908
Avg. volume 1M:   0.000
Avg. price 6M:   0.798
Avg. volume 6M:   0.000
Avg. price 1Y:   1.084
Avg. volume 1Y:   0.000
Volatility 1M:   87.75%
Volatility 6M:   164.92%
Volatility 1Y:   126.85%
Volatility 3Y:   -