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JP Morgan Call 176 TSM 17.01.2025/  DE000JL6NWN2  /

EUWAX
2024-10-11  12:43:42 PM Chg.+0.10 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
2.18EUR +4.81% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 176.00 - 2025-01-17 Call
 

Master data

WKN: JL6NWN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 176.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.34
Parity: -0.15
Time value: 2.34
Break-even: 199.40
Moneyness: 0.99
Premium: 0.14
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 0.86%
Delta: 0.57
Theta: -0.13
Omega: 4.23
Rho: 0.20
 

Quote data

Open: 2.16
High: 2.18
Low: 2.16
Previous Close: 2.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.49%
1 Month  
+50.34%
3 Months
  -14.17%
YTD  
+1881.82%
1 Year  
+2322.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 1.78
1M High / 1M Low: 2.18 1.21
6M High / 6M Low: 3.14 0.36
High (YTD): 2024-07-11 3.14
Low (YTD): 2024-01-05 0.09
52W High: 2024-07-11 3.14
52W Low: 2023-11-01 0.05
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.45
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   165.72%
Volatility 6M:   237.55%
Volatility 1Y:   248.13%
Volatility 3Y:   -