JP Morgan Call 255 TSM 15.11.2024
/ DE000JK60928
JP Morgan Call 255 TSM 15.11.2024/ DE000JK60928 /
| 2024-08-01 11:09:27 AM |
Chg.+0.013 |
Bid7:12:00 PM |
Ask7:12:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
+30.23% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
255.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK6092 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
255.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
184.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
-8.24 |
| Time value: |
0.08 |
| Break-even: |
236.42 |
| Moneyness: |
0.65 |
| Premium: |
0.54 |
| Premium p.a.: |
3.46 |
| Spread abs.: |
0.03 |
| Spread %: |
50.00% |
| Delta: |
0.06 |
| Theta: |
-0.02 |
| Omega: |
10.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
-72.00% |
| 3 Months |
|
|
+154.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.042 |
| 1M High / 1M Low: |
0.430 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
