OverviewChartNewsTraderScreen

JP Morgan Call 148 TSM 21.06.2024/  DE000JL08826  /

EUWAX
2024-06-17  10:53:43 AM Chg.+0.28 Bid11:36:14 AM Ask11:36:14 AM Underlying Strike price Expiration date Option type
2.65EUR +11.81% 2.70
Bid Size: 1,000		 -
Ask Size: -		 Taiwan Semiconductor... 148.00 - 2024-06-21 Call
 

Master data

WKN: JL0882
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 148.00 -
Maturity: 2024-06-21
Issue date: 2023-03-24
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.80
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.32
Implied volatility: 2.52
Historic volatility: 0.29
Parity: 1.32
Time value: 1.05
Break-even: 171.70
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 2.16%
Delta: 0.68
Theta: -1.92
Omega: 4.60
Rho: 0.01
 

Quote data

Open: 2.65
High: 2.65
Low: 2.65
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.20%
1 Month  
+253.33%
3 Months  
+239.74%
YTD  
+6525.00%
1 Year  
+636.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.51 1.53
1M High / 1M Low: 2.51 0.58
6M High / 6M Low: 2.51 0.03
High (YTD): 2024-06-13 2.51
Low (YTD): 2024-01-05 0.03
52W High: 2024-06-13 2.51
52W Low: 2023-10-31 0.02
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   80.65
Avg. price 1Y:   0.32
Avg. volume 1Y:   39.37
Volatility 1M:   369.78%
Volatility 6M:   467.22%
Volatility 1Y:   363.58%
Volatility 3Y:   -