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JP Morgan Call 156 TSM 20.06.2025/  DE000JB0PJA6  /

EUWAX
06/09/2024  11:06:55 Chg.-0.08 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.47EUR -3.14% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 156.00 USD 20/06/2025 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: 20/06/2025
Issue date: 25/08/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 0.07
Implied volatility: 0.41
Historic volatility: 0.33
Parity: 0.07
Time value: 2.18
Break-even: 163.23
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 1.81%
Delta: 0.61
Theta: -0.04
Omega: 3.82
Rho: 0.50
 

Quote data

Open: 2.47
High: 2.47
Low: 2.47
Previous Close: 2.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.21%
1 Month  
+0.82%
3 Months
  -14.24%
YTD  
+517.50%
1 Year  
+696.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.03 2.27
1M High / 1M Low: 3.44 2.27
6M High / 6M Low: 4.99 1.13
High (YTD): 11/07/2024 4.99
Low (YTD): 05/01/2024 0.31
52W High: 11/07/2024 4.99
52W Low: 26/09/2023 0.20
Avg. price 1W:   2.65
Avg. volume 1W:   0.00
Avg. price 1M:   2.97
Avg. volume 1M:   0.00
Avg. price 6M:   2.71
Avg. volume 6M:   0.00
Avg. price 1Y:   1.62
Avg. volume 1Y:   0.00
Volatility 1M:   142.92%
Volatility 6M:   159.75%
Volatility 1Y:   180.83%
Volatility 3Y:   -