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JP Morgan Call 150 TSM 20.06.2025/  DE000JB0SE32  /

EUWAX
06/09/2024  09:43:23 Chg.+0.03 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.83EUR +1.07% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 150.00 USD 20/06/2025 Call
 

Master data

WKN: JB0SE3
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/06/2025
Issue date: 23/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 2.10
Intrinsic value: 0.62
Implied volatility: 0.36
Historic volatility: 0.33
Parity: 0.62
Time value: 1.67
Break-even: 158.14
Moneyness: 1.05
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.61%
Delta: 0.65
Theta: -0.04
Omega: 4.03
Rho: 0.54
 

Quote data

Open: 2.83
High: 2.83
Low: 2.83
Previous Close: 2.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.72%
1 Month  
+3.66%
3 Months
  -9.87%
YTD  
+489.58%
1 Year  
+686.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.39 2.60
1M High / 1M Low: 3.79 2.60
6M High / 6M Low: 5.48 1.28
High (YTD): 11/07/2024 5.48
Low (YTD): 05/01/2024 0.37
52W High: 11/07/2024 5.48
52W Low: 26/09/2023 0.24
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   3.31
Avg. volume 1M:   0.00
Avg. price 6M:   3.00
Avg. volume 6M:   7.81
Avg. price 1Y:   1.81
Avg. volume 1Y:   11.76
Volatility 1M:   136.63%
Volatility 6M:   163.08%
Volatility 1Y:   165.17%
Volatility 3Y:   -