JP Morgan Call 250 TSM 20.12.2024
/ DE000JT081C5
JP Morgan Call 250 TSM 20.12.2024/ DE000JT081C5 /
2024-09-06 11:00:03 AM |
Chg.-0.006 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
-15.00% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
250.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JT081C |
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: |
2024-12-20 |
Issue date: |
2024-05-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
205.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.33 |
Parity: |
-8.41 |
Time value: |
0.07 |
Break-even: |
226.21 |
Moneyness: |
0.63 |
Premium: |
0.60 |
Premium p.a.: |
4.19 |
Spread abs.: |
0.04 |
Spread %: |
137.93% |
Delta: |
0.05 |
Theta: |
-0.02 |
Omega: |
10.22 |
Rho: |
0.02 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.040 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.88% |
1 Month |
|
|
-43.33% |
3 Months |
|
|
-80.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.028 |
1M High / 1M Low: |
0.140 |
0.028 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.074 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
583.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |