JP Morgan Call 150 TSM 20.06.2025
/ DE000JB0SE32
JP Morgan Call 150 TSM 20.06.2025/ DE000JB0SE32 /
| 01/08/2024 09:27:46 |
Chg.+0.39 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.44EUR |
+12.79% |
-
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: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
1.46 |
| Time value: |
1.86 |
| Break-even: |
171.78 |
| Moneyness: |
1.11 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
1.53% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
3.24 |
| Rho: |
0.66 |
Quote data
| Open: |
3.44 |
| High: |
3.44 |
| Low: |
3.44 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-12.47% |
| 3 Months |
|
|
+116.35% |
| YTD |
|
|
+616.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.01 |
| 1M High / 1M Low: |
5.48 |
2.87 |
| 6M High / 6M Low: |
5.48 |
0.73 |
| High (YTD): |
11/07/2024 |
5.48 |
| Low (YTD): |
05/01/2024 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
23.62 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.02% |
| Volatility 6M: |
|
180.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
