JP Morgan Call 116 TSM 21.06.2024
/ DE000JS8KHG2
JP Morgan Call 116 TSM 21.06.2024/ DE000JS8KHG2 /
| 2024-05-20 1:09:22 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
116.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS8KHG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
4.52 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
4.52 |
| Time value: |
-1.15 |
| Break-even: |
149.70 |
| Moneyness: |
1.39 |
| Premium: |
-0.07 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.75% |
| 3 Months |
|
|
+39.83% |
| YTD |
|
|
+721.95% |
| 1 Year |
|
|
+220.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.43 |
3.37 |
| 6M High / 6M Low: |
3.69 |
0.25 |
| High (YTD): |
2024-03-08 |
3.69 |
| Low (YTD): |
2024-01-05 |
0.25 |
| 52W High: |
2024-03-08 |
3.69 |
| 52W Low: |
2023-10-31 |
0.13 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.01 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
286.13% |
| Volatility 1Y: |
|
231.81% |
| Volatility 3Y: |
|
- |
