JP Morgan Call 156 TSM 20.06.2025
/ DE000JB0PJA6
JP Morgan Call 156 TSM 20.06.2025/ DE000JB0PJA6 /
2024-07-08 11:08:39 AM |
Chg.+0.43 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.85EUR |
+9.73% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
156.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
JB0PJA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
156.00 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: |
3.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.69 |
Intrinsic value: |
2.59 |
Implied volatility: |
0.43 |
Historic volatility: |
0.29 |
Parity: |
2.59 |
Time value: |
1.80 |
Break-even: |
188.00 |
Moneyness: |
1.18 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.03 |
Spread %: |
0.69% |
Delta: |
0.75 |
Theta: |
-0.04 |
Omega: |
2.92 |
Rho: |
0.80 |
Quote data
Open: |
4.85 |
High: |
4.85 |
Low: |
4.85 |
Previous Close: |
4.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.24% |
1 Month |
|
|
+68.40% |
3 Months |
|
|
+114.60% |
YTD |
|
|
+1112.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.85 |
3.56 |
1M High / 1M Low: |
4.96 |
2.93 |
6M High / 6M Low: |
4.96 |
0.32 |
High (YTD): |
2024-06-19 |
4.96 |
Low (YTD): |
2024-01-05 |
0.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.22 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.88 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.99% |
Volatility 6M: |
|
204.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |