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JP Morgan Call 150 TSM 20.06.2025/  DE000JB0SE32  /

EUWAX
10/10/2024  12:15:48 PM Chg.+0.26 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
4.47EUR +6.18% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 150.00 USD 6/20/2025 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: 6/20/2025
Issue date: 8/23/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 4.16
Intrinsic value: 3.39
Implied volatility: 0.34
Historic volatility: 0.34
Parity: 3.39
Time value: 0.76
Break-even: 178.68
Moneyness: 1.25
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 1.11%
Delta: 0.84
Theta: -0.03
Omega: 3.46
Rho: 0.71
 

Quote data

Open: 4.47
High: 4.47
Low: 4.47
Previous Close: 4.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.03%
1 Month  
+60.79%
3 Months
  -18.43%
YTD  
+831.25%
1 Year  
+1177.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.47 3.92
1M High / 1M Low: 4.47 2.78
6M High / 6M Low: 5.48 1.28
High (YTD): 7/11/2024 5.48
Low (YTD): 1/5/2024 0.37
52W High: 7/11/2024 5.48
52W Low: 10/31/2023 0.25
Avg. price 1W:   4.16
Avg. volume 1W:   0.00
Avg. price 1M:   3.65
Avg. volume 1M:   0.00
Avg. price 6M:   3.24
Avg. volume 6M:   7.69
Avg. price 1Y:   2.11
Avg. volume 1Y:   11.72
Volatility 1M:   119.34%
Volatility 6M:   156.17%
Volatility 1Y:   165.22%
Volatility 3Y:   -