JP Morgan Call 190 TSM 02.08.2024
/ DE000JT4J5M6
JP Morgan Call 190 TSM 02.08.2024/ DE000JT4J5M6 /
| 7/16/2024 11:20:11 AM |
Chg.- |
Bid9:01:07 AM |
Ask9:01:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
0.640
Bid Size: 10,000 |
0.650
Ask Size: 10,000 |
Taiwan Semiconductor... |
190.00 USD |
8/2/2024 |
Call |
Master data
| WKN: |
JT4J5M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
8/2/2024 |
| Issue date: |
7/8/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.29 |
| Parity: |
-0.44 |
| Time value: |
0.82 |
| Break-even: |
182.51 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.46 |
| Theta: |
-0.30 |
| Omega: |
9.67 |
| Rho: |
0.03 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.870 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
