JP Morgan Call 140 TSM 20.12.2024
/ DE000JK10V18
JP Morgan Call 140 TSM 20.12.2024/ DE000JK10V18 /
| 2024-10-10 12:41:53 PM |
Chg.- |
Bid8:01:45 AM |
Ask8:01:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK10V1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.29 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
4.19 |
| Time value: |
0.26 |
| Break-even: |
172.55 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.91 |
| Theta: |
-0.06 |
| Omega: |
3.48 |
| Rho: |
0.21 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.80% |
| 1 Month |
|
|
+72.52% |
| 3 Months |
|
|
-17.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.52 |
3.87 |
| 1M High / 1M Low: |
4.52 |
2.62 |
| 6M High / 6M Low: |
5.46 |
0.96 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.98% |
| Volatility 6M: |
|
165.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
