JP Morgan Call 255 TSM 20.12.2024
/ DE000JT0F545
JP Morgan Call 255 TSM 20.12.2024/ DE000JT0F545 /
| 2024-09-25 12:01:43 PM |
Chg.+0.010 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+21.74% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
255.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT0F54 |
| 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: |
2024-12-20 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
176.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-6.53 |
| Time value: |
0.09 |
| Break-even: |
228.78 |
| Moneyness: |
0.71 |
| Premium: |
0.41 |
| Premium p.a.: |
3.26 |
| Spread abs.: |
0.03 |
| Spread %: |
48.39% |
| Delta: |
0.07 |
| Theta: |
-0.03 |
| Omega: |
11.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+115.38% |
| 1 Month |
|
|
-18.84% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.026 |
| 1M High / 1M Low: |
0.066 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
469.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
