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JP Morgan Put 80 QRVO 17.01.2025/  DE000JL0YX48  /

EUWAX
18/09/2024  09:00:19 Chg.0.000 Bid13:31:44 Ask13:31:44 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.250
Bid Size: 5,000		 0.300
Ask Size: 5,000		 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: -28.10
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -0.99
Time value: 0.32
Break-even: 76.80
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.51
Spread abs.: 0.07
Spread %: 28.00%
Delta: -0.24
Theta: -0.02
Omega: -6.86
Rho: -0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month  
+50.00%
3 Months  
+14.29%
YTD
  -40.00%
1 Year
  -71.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: 0.510 0.100
High (YTD): 31/01/2024 0.600
Low (YTD): 17/07/2024 0.100
52W High: 30/10/2023 1.090
52W Low: 17/07/2024 0.100
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.269
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   401.26%
Volatility 6M:   277.61%
Volatility 1Y:   210.78%
Volatility 3Y:   -