JP Morgan Call 148 TSM 20.06.2025
/ DE000JB0SE24
JP Morgan Call 148 TSM 20.06.2025/ DE000JB0SE24 /
| 2024-07-08 9:24:09 AM |
Chg.+0.32 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.25EUR |
+6.49% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
148.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JB0SE2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
3.32 |
| Time value: |
1.54 |
| Break-even: |
185.31 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
0.62% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
2.76 |
| Rho: |
0.81 |
Quote data
| Open: |
5.25 |
| High: |
5.25 |
| Low: |
5.25 |
| Previous Close: |
4.93 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.95% |
| 1 Month |
|
|
+64.58% |
| 3 Months |
|
|
+109.16% |
| YTD |
|
|
+929.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.25 |
4.04 |
| 1M High / 1M Low: |
5.36 |
3.41 |
| 6M High / 6M Low: |
5.36 |
0.42 |
| High (YTD): |
2024-06-19 |
5.36 |
| Low (YTD): |
2024-01-05 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.06% |
| Volatility 6M: |
|
180.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
