JP Morgan Call 122 TSM 20.09.2024
/ DE000JB2SWY9
JP Morgan Call 122 TSM 20.09.2024/ DE000JB2SWY9 /
| 2024-05-30 11:19:46 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
122.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB2SWY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.44 |
| Implied volatility: |
- |
| Historic volatility: |
0.29 |
| Parity: |
3.44 |
| Time value: |
-0.19 |
| Break-even: |
154.50 |
| Moneyness: |
1.28 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.48 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-12.77% |
| 3 Months |
|
|
+30.49% |
| YTD |
|
|
+555.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.86 |
3.21 |
| 6M High / 6M Low: |
3.86 |
0.34 |
| High (YTD): |
2024-05-27 |
3.86 |
| Low (YTD): |
2024-01-05 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.74% |
| Volatility 6M: |
|
259.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
