JP Morgan Call 158 TSM 20.06.2025
/ DE000JB0NYP8
JP Morgan Call 158 TSM 20.06.2025/ DE000JB0NYP8 /
| 6/20/2024 11:26:30 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.51EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
158.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
JB0NYP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
8/25/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.79 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.29 |
| Parity: |
1.20 |
| Time value: |
3.23 |
| Break-even: |
202.30 |
| Moneyness: |
1.08 |
| Premium: |
0.19 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
2.61 |
| Rho: |
0.66 |
Quote data
| Open: |
4.51 |
| High: |
4.51 |
| Low: |
4.51 |
| Previous Close: |
4.72 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.76% |
| 3 Months |
|
|
+153.37% |
| YTD |
|
|
+1086.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.72 |
3.80 |
| 6M High / 6M Low: |
4.72 |
0.30 |
| High (YTD): |
6/19/2024 |
4.72 |
| Low (YTD): |
1/17/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.81% |
| Volatility 6M: |
|
218.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
