JP Morgan Call 170 TSM 16.08.2024
/ DE000JK3U6A4
JP Morgan Call 170 TSM 16.08.2024/ DE000JK3U6A4 /
| 7/17/2024 2:53:37 PM |
Chg.-0.83 |
Bid7:41:08 PM |
Ask7:41:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-41.71% |
1.10
Bid Size: 100,000 |
1.11
Ask Size: 100,000 |
Taiwan Semiconductor... |
170.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK3U6A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
1.47 |
| Time value: |
0.43 |
| Break-even: |
174.93 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.76 |
| Theta: |
-0.14 |
| Omega: |
6.82 |
| Rho: |
0.09 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.76% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
+157.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.44 |
1.75 |
| 1M High / 1M Low: |
2.44 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
