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JP Morgan Call 135 TSM 20.09.2024/  DE000JB446D8  /

EUWAX
2024-07-08  9:59:20 AM Chg.+0.61 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
5.25EUR +13.15% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 135.00 USD 2024-09-20 Call
 

Master data

WKN: JB446D
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 4.62
Intrinsic value: 4.53
Implied volatility: 0.49
Historic volatility: 0.29
Parity: 4.53
Time value: 0.19
Break-even: 171.90
Moneyness: 1.36
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: -0.03
Spread %: -0.63%
Delta: 0.94
Theta: -0.04
Omega: 3.39
Rho: 0.23
 

Quote data

Open: 5.25
High: 5.25
Low: 5.25
Previous Close: 4.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.26%
1 Month  
+75.59%
3 Months  
+148.82%
YTD  
+2000.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.25 3.77
1M High / 1M Low: 5.26 3.09
6M High / 6M Low: 5.26 0.19
High (YTD): 2024-06-19 5.26
Low (YTD): 2024-01-05 0.17
52W High: - -
52W Low: - -
Avg. price 1W:   4.51
Avg. volume 1W:   0.00
Avg. price 1M:   4.14
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   71.43
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.64%
Volatility 6M:   253.75%
Volatility 1Y:   -
Volatility 3Y:   -