JP Morgan Call 255 TSM 15.11.2024
/ DE000JK60928
JP Morgan Call 255 TSM 15.11.2024/ DE000JK60928 /
| 2024-06-17 11:26:43 AM |
Chg.+0.070 |
Bid12:55:55 PM |
Ask12:55:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+35.00% |
0.290
Bid Size: 7,500 |
0.300
Ask Size: 7,500 |
Taiwan Semiconductor... |
255.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK6092 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
-7.71 |
| Time value: |
0.25 |
| Break-even: |
240.76 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
7.91 |
| Rho: |
0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+172.73% |
| 1 Month |
|
|
+513.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.099 |
| 1M High / 1M Low: |
0.200 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
582.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
