JP Morgan Call 260 TSM 18.10.2024/  DE000JK5U6Y2  /

EUWAX
2024-09-25  10:26:46 AM Chg.+0.001 Bid6:20:33 PM Ask6:20:33 PM Underlying Strike price Expiration date Option type
0.002EUR +100.00% 0.001
Bid Size: 50,000
0.021
Ask Size: 50,000
Taiwan Semiconductor... 260.00 USD 2024-10-18 Call
 

Master data

WKN: JK5U6Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2024-10-18
Issue date: 2024-03-15
Last trading day: 2024-10-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 433.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.33
Parity: -6.97
Time value: 0.04
Break-even: 232.71
Moneyness: 0.70
Premium: 0.43
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 2,000.00%
Delta: 0.03
Theta: -0.05
Omega: 14.65
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -77.78%
3 Months
  -98.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.390 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.053
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   759.18%
Volatility 6M:   740.36%
Volatility 1Y:   -
Volatility 3Y:   -