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JP Morgan Call 118 TSM 17.01.2025/  DE000JS4JY54  /

EUWAX
11/14/2024  9:02:56 AM Chg.-0.35 Bid6:18:33 PM Ask6:18:33 PM Underlying Strike price Expiration date Option type
6.76EUR -4.92% 6.87
Bid Size: 50,000		 -
Ask Size: -		 Taiwan Semiconductor... 118.00 - 1/17/2025 Call
 

Master data

WKN: JS4JY5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 118.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.48
Leverage: Yes

Calculated values

Fair value: 5.93
Intrinsic value: 5.87
Implied volatility: 1.40
Historic volatility: 0.36
Parity: 5.87
Time value: 1.24
Break-even: 189.10
Moneyness: 1.50
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.44
Spread %: 6.60%
Delta: 0.84
Theta: -0.20
Omega: 2.09
Rho: 0.14
 

Quote data

Open: 6.76
High: 6.76
Low: 6.76
Previous Close: 7.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -1.74%
3 Months  
+26.83%
YTD  
+642.86%
1 Year  
+766.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.29 7.11
1M High / 1M Low: 8.29 6.55
6M High / 6M Low: 8.29 2.79
High (YTD): 11/8/2024 8.29
Low (YTD): 1/5/2024 0.69
52W High: 11/8/2024 8.29
52W Low: 11/30/2023 0.63
Avg. price 1W:   7.50
Avg. volume 1W:   0.00
Avg. price 1M:   7.44
Avg. volume 1M:   0.00
Avg. price 6M:   5.59
Avg. volume 6M:   0.00
Avg. price 1Y:   3.81
Avg. volume 1Y:   13.73
Volatility 1M:   98.72%
Volatility 6M:   148.07%
Volatility 1Y:   152.50%
Volatility 3Y:   -