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JP Morgan Call 158 TSM 21.06.2024/  DE000JL6CJR3  /

EUWAX
2024-06-17  10:43:06 AM Chg.+0.22 Bid10:43:30 AM Ask10:43:30 AM Underlying Strike price Expiration date Option type
1.70EUR +14.86% 1.69
Bid Size: 2,000		 -
Ask Size: -		 Taiwan Semiconductor... 158.00 - 2024-06-21 Call
 

Master data

WKN: JL6CJR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 158.00 -
Maturity: 2024-06-21
Issue date: 2023-06-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.43
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.32
Implied volatility: 1.87
Historic volatility: 0.29
Parity: 0.32
Time value: 1.09
Break-even: 172.10
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.58
Theta: -1.55
Omega: 6.63
Rho: 0.01
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+132.88%
1 Month  
+431.25%
3 Months  
+226.92%
YTD  
+8400.00%
1 Year  
+553.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 0.73
1M High / 1M Low: 1.59 0.20
6M High / 6M Low: 1.59 0.01
High (YTD): 2024-06-13 1.59
Low (YTD): 2024-01-17 0.01
52W High: 2024-06-13 1.59
52W Low: 2023-12-04 0.01
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   0.63
Avg. volume 1M:   395.90
Avg. price 6M:   0.31
Avg. volume 6M:   67.05
Avg. price 1Y:   0.19
Avg. volume 1Y:   32.73
Volatility 1M:   891.95%
Volatility 6M:   620.69%
Volatility 1Y:   465.11%
Volatility 3Y:   -