JP Morgan Call 155 TSM 20.06.2025/  DE000JB0PJ48  /

EUWAX
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:   -