JP Morgan Call 172 TSM 19.07.2024
/ DE000JK32HA3
JP Morgan Call 172 TSM 19.07.2024/ DE000JK32HA3 /
| 7/16/2024 11:36:12 AM |
Chg.-0.15 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-8.93% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
172.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JK32HA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
172.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.29 |
| Parity: |
1.21 |
| Time value: |
0.17 |
| Break-even: |
171.62 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
2.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.81 |
| Theta: |
-0.69 |
| Omega: |
10.00 |
| Rho: |
0.01 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.47% |
| 1 Month |
|
|
+70.00% |
| 3 Months |
|
|
+466.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.67 |
| 1M High / 1M Low: |
2.01 |
0.68 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
