JP Morgan Call 145 QRVO 17.01.2025
/ DE000JL1PTQ7
JP Morgan Call 145 QRVO 17.01.202.../ DE000JL1PTQ7 /
18/09/2024 09:02:52 |
Chg.+0.003 |
Bid14:57:33 |
Ask14:57:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.086EUR |
+3.61% |
0.087 Bid Size: 2,000 |
0.170 Ask Size: 2,000 |
Qorvo Inc |
145.00 - |
17/01/2025 |
Call |
Master data
WKN: |
JL1PTQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Qorvo Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 - |
Maturity: |
17/01/2025 |
Issue date: |
12/04/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.32 |
Parity: |
-5.51 |
Time value: |
0.19 |
Break-even: |
146.90 |
Moneyness: |
0.62 |
Premium: |
0.63 |
Premium p.a.: |
3.40 |
Spread abs.: |
0.11 |
Spread %: |
123.53% |
Delta: |
0.13 |
Theta: |
-0.03 |
Omega: |
6.35 |
Rho: |
0.03 |
Quote data
Open: |
0.086 |
High: |
0.086 |
Low: |
0.086 |
Previous Close: |
0.083 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.85% |
1 Month |
|
|
-66.92% |
3 Months |
|
|
-84.91% |
YTD |
|
|
-90.00% |
1 Year |
|
|
-86.97% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.083 |
1M High / 1M Low: |
0.290 |
0.083 |
6M High / 6M Low: |
0.980 |
0.083 |
High (YTD): |
13/03/2024 |
1.070 |
Low (YTD): |
17/09/2024 |
0.083 |
52W High: |
13/03/2024 |
1.070 |
52W Low: |
17/09/2024 |
0.083 |
Avg. price 1W: |
|
0.129 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.198 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.526 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
355.12% |
Volatility 6M: |
|
274.67% |
Volatility 1Y: |
|
215.92% |
Volatility 3Y: |
|
- |