JP Morgan Call 114 TSM 20.09.2024
/ DE000JB2CWW7
JP Morgan Call 114 TSM 20.09.2024/ DE000JB2CWW7 /
| 2024-05-30 9:16:50 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
114.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB2CWW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
4.72 |
| Time value: |
-0.80 |
| Break-even: |
153.20 |
| Moneyness: |
1.41 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.86 |
| High: |
3.86 |
| Low: |
3.86 |
| Previous Close: |
4.30 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.31% |
| 3 Months |
|
|
+37.37% |
| YTD |
|
|
+428.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.67 |
3.76 |
| 6M High / 6M Low: |
4.67 |
0.51 |
| High (YTD): |
2024-05-28 |
4.67 |
| Low (YTD): |
2024-01-05 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.59% |
| Volatility 6M: |
|
191.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
