JP Morgan Call 155 TSM 20.06.2025
/ DE000JB0PJ48
JP Morgan Call 155 TSM 20.06.2025/ DE000JB0PJ48 /
| 7/8/2024 11:08:38 AM |
Chg.+0.43 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.91EUR |
+9.60% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JB0PJ4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
8/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
2.68 |
| Time value: |
1.43 |
| Break-even: |
184.28 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.68% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.21 |
| Rho: |
0.86 |
Quote data
| Open: |
4.91 |
| High: |
4.91 |
| Low: |
4.91 |
| Previous Close: |
4.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.01% |
| 1 Month |
|
|
+67.58% |
| 3 Months |
|
|
+114.41% |
| YTD |
|
|
+1097.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.91 |
3.61 |
| 1M High / 1M Low: |
5.01 |
2.98 |
| 6M High / 6M Low: |
5.01 |
0.33 |
| High (YTD): |
6/19/2024 |
5.01 |
| Low (YTD): |
1/5/2024 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.00 |
| Avg. volume 6M: |
|
1.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.19% |
| Volatility 6M: |
|
200.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
