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JP Morgan Call 155 TSM 20.06.2025/  DE000JB0PJ48  /

EUWAX
2024-06-17  11:24:15 AM Chg.+0.26 Bid6:10:23 PM Ask6:10:23 PM Underlying Strike price Expiration date Option type
3.98EUR +6.99% 3.94
Bid Size: 100,000		 3.96
Ask Size: 100,000		 Taiwan Semiconductor... 155.00 USD 2025-06-20 Call
 

Master data

WKN: JB0PJ4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2025-06-20
Issue date: 2023-08-25
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 1.64
Implied volatility: 0.38
Historic volatility: 0.29
Parity: 1.64
Time value: 1.86
Break-even: 179.77
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 0.54%
Delta: 0.71
Theta: -0.04
Omega: 3.30
Rho: 0.81
 

Quote data

Open: 3.98
High: 3.98
Low: 3.98
Previous Close: 3.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.56%
1 Month  
+76.89%
3 Months  
+117.49%
YTD  
+870.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.74 2.98
1M High / 1M Low: 3.74 2.16
6M High / 6M Low: 3.74 0.32
High (YTD): 2024-06-13 3.74
Low (YTD): 2024-01-05 0.32
52W High: - -
52W Low: - -
Avg. price 1W:   3.41
Avg. volume 1W:   0.00
Avg. price 1M:   2.72
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   1.63
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.27%
Volatility 6M:   200.91%
Volatility 1Y:   -
Volatility 3Y:   -