JP Morgan Call 255 TSM 17.01.2025/  DE000JK4DU44  /

EUWAX
01/08/2024  08:17:48 Chg.+0.050 Bid09:02:37 Ask09:02:37 Underlying Strike price Expiration date Option type
0.180EUR +38.46% 0.180
Bid Size: 7,500
0.220
Ask Size: 7,500
Taiwan Semiconductor... 255.00 USD 17/01/2025 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: 17/01/2025
Issue date: 12/03/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.31
Parity: -9.29
Time value: 0.13
Break-even: 237.06
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 1.97
Spread abs.: 0.05
Spread %: 57.30%
Delta: 0.07
Theta: -0.02
Omega: 8.25
Rho: 0.04
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month
  -55.00%
3 Months  
+267.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.130
1M High / 1M Low: 0.730 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.390
Avg. volume 1M:   86.957
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -