JP Morgan Call 255 TSM 17.01.2025
/ DE000JK4DU44
JP Morgan Call 255 TSM 17.01.2025/ DE000JK4DU44 /
| 10/10/2024 12:45:21 PM |
Chg.0.000 |
Bid2:15:03 PM |
Ask2:15:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
255.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK4DU4 |
| 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: |
1/17/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
106.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
-6.20 |
| Time value: |
0.16 |
| Break-even: |
234.66 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
2.21 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
10.67 |
| Rho: |
0.04 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
-80.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.090 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
0.850 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
69.231 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.76% |
| Volatility 6M: |
|
448.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
