JP Morgan Call 250 TSM 20.06.2025
/ DE000JK43049
JP Morgan Call 250 TSM 20.06.2025/ DE000JK43049 /
| 10/10/2024 12:45:26 PM |
Chg.+0.010 |
Bid5:31:21 PM |
Ask5:31:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.680
Bid Size: 75,000 |
0.700
Ask Size: 75,000 |
Taiwan Semiconductor... |
250.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
JK4304 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
-5.75 |
| Time value: |
0.74 |
| Break-even: |
235.89 |
| Moneyness: |
0.75 |
| Premium: |
0.38 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.05 |
| Spread %: |
7.25% |
| Delta: |
0.26 |
| Theta: |
-0.04 |
| Omega: |
5.94 |
| Rho: |
0.25 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.670 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+119.35% |
| 3 Months |
|
|
-48.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.510 |
| 1M High / 1M Low: |
0.670 |
0.310 |
| 6M High / 6M Low: |
1.510 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.49% |
| Volatility 6M: |
|
272.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
