JP Morgan Call 250 TSM 17.01.2025
/ DE000JK4DU36
JP Morgan Call 250 TSM 17.01.2025/ DE000JK4DU36 /
| 2024-09-25 8:25:31 AM |
Chg.+0.030 |
Bid4:25:07 PM |
Ask4:25:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+27.27% |
0.160
Bid Size: 75,000 |
0.180
Ask Size: 75,000 |
Taiwan Semiconductor... |
250.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK4DU3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
90.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-6.08 |
| Time value: |
0.18 |
| Break-even: |
225.19 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.11 |
| Theta: |
-0.03 |
| Omega: |
9.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.22% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-64.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.079 |
| 1M High / 1M Low: |
0.130 |
0.059 |
| 6M High / 6M Low: |
0.850 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.69% |
| Volatility 6M: |
|
439.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
