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JP Morgan Call 115 QRVO 17.01.202.../  DE000JL1PU41  /

EUWAX
2024-10-18  9:05:31 AM Chg.+0.010 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% -
Bid Size: -		 -
Ask Size: -		 Qorvo Inc 115.00 - 2025-01-17 Call
 

Master data

WKN: JL1PU4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Qorvo Inc
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-04-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.58
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.33
Parity: -1.88
Time value: 0.58
Break-even: 120.80
Moneyness: 0.84
Premium: 0.26
Premium p.a.: 1.52
Spread abs.: 0.05
Spread %: 9.43%
Delta: 0.34
Theta: -0.06
Omega: 5.70
Rho: 0.07
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.00%
1 Month  
+3.85%
3 Months
  -73.27%
YTD
  -71.28%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.570 0.400
6M High / 6M Low: 2.240 0.400
High (YTD): 2024-07-17 2.240
Low (YTD): 2024-10-11 0.400
52W High: 2024-07-17 2.240
52W Low: 2024-10-11 0.400
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.499
Avg. volume 1M:   0.000
Avg. price 6M:   1.061
Avg. volume 6M:   0.000
Avg. price 1Y:   1.237
Avg. volume 1Y:   0.000
Volatility 1M:   162.20%
Volatility 6M:   200.29%
Volatility 1Y:   161.37%
Volatility 3Y:   -