JP Morgan Call 156 TSM 20.06.2025
/ DE000JB0PJA6
JP Morgan Call 156 TSM 20.06.2025/ DE000JB0PJA6 /
| 8/1/2024 11:08:28 AM |
Chg.- |
Bid9:40:13 AM |
Ask9:40:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
- |
2.19
Bid Size: 15,000 |
2.24
Ask Size: 15,000 |
Taiwan Semiconductor... |
156.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
8/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.20 |
| Time value: |
2.41 |
| Break-even: |
170.73 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.05 |
| Spread %: |
1.95% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.50 |
| Rho: |
0.58 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-18.54% |
| 3 Months |
|
|
+101.39% |
| YTD |
|
|
+625.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.62 |
| 1M High / 1M Low: |
4.99 |
2.59 |
| 6M High / 6M Low: |
4.99 |
0.59 |
| High (YTD): |
7/11/2024 |
4.99 |
| Low (YTD): |
1/5/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.67% |
| Volatility 6M: |
|
177.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
