JP Morgan Call 155 TSM 20.06.2025
/ DE000JB0PJ48
JP Morgan Call 155 TSM 20.06.2025/ DE000JB0PJ48 /
| 2024-08-01 11:08:26 AM |
Chg.+0.28 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.95EUR |
+10.49% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
155.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.00 |
| Time value: |
1.83 |
| Break-even: |
171.47 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
1.66% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
3.67 |
| Rho: |
0.67 |
Quote data
| Open: |
2.95 |
| High: |
2.95 |
| Low: |
2.95 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.87% |
| 1 Month |
|
|
-18.28% |
| 3 Months |
|
|
+100.68% |
| YTD |
|
|
+619.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.67 |
| 1M High / 1M Low: |
5.06 |
2.63 |
| 6M High / 6M Low: |
5.06 |
0.61 |
| High (YTD): |
2024-07-11 |
5.06 |
| Low (YTD): |
2024-01-05 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
1.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.57% |
| Volatility 6M: |
|
172.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
