JP Morgan Call 255 TSM 17.01.2025
/ DE000JK4DU44
JP Morgan Call 255 TSM 17.01.2025/ DE000JK4DU44 /
| 7/8/2024 12:16:34 PM |
Chg.+0.120 |
Bid9:14:41 PM |
Ask9:14:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+22.22% |
0.590
Bid Size: 75,000 |
0.610
Ask Size: 75,000 |
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: |
31.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-6.56 |
| Time value: |
0.54 |
| Break-even: |
240.95 |
| Moneyness: |
0.72 |
| Premium: |
0.42 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.21 |
| Theta: |
-0.04 |
| Omega: |
6.50 |
| Rho: |
0.16 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.00% |
| 1 Month |
|
|
+288.24% |
| 3 Months |
|
|
+312.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.350 |
| 1M High / 1M Low: |
0.850 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
350 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
