JP Morgan Call 255 TSM 16.01.2026
/ DE000JK4HHH3
JP Morgan Call 255 TSM 16.01.2026/ DE000JK4HHH3 /
14/08/2024 08:59:56 |
Chg.- |
Bid08:19:13 |
Ask08:19:13 |
Underlying |
Strike price |
Expiration date |
Option type |
1.37EUR |
- |
1.33 Bid Size: 10,000 |
1.42 Ask Size: 10,000 |
Taiwan Semiconductor... |
255.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK4HHH |
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: |
16/01/2026 |
Issue date: |
13/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-7.72 |
Time value: |
1.27 |
Break-even: |
244.29 |
Moneyness: |
0.67 |
Premium: |
0.58 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.08 |
Spread %: |
6.87% |
Delta: |
0.32 |
Theta: |
-0.03 |
Omega: |
3.92 |
Rho: |
0.53 |
Quote data
Open: |
1.37 |
High: |
1.37 |
Low: |
1.37 |
Previous Close: |
1.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.64% |
1 Month |
|
|
-41.70% |
3 Months |
|
|
+57.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.39 |
1.01 |
1M High / 1M Low: |
2.35 |
0.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |