JP Morgan Call 255 TSM 18.10.2024
/ DE000JK5U6X4
JP Morgan Call 255 TSM 18.10.2024/ DE000JK5U6X4 /
| 6/28/2024 12:54:34 PM |
Chg.-0.010 |
Bid6/28/2024 |
Ask6/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.140
Bid Size: 7,500 |
0.150
Ask Size: 7,500 |
Taiwan Semiconductor... |
255.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK5U6X |
| 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: |
10/18/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
-7.79 |
| Time value: |
0.13 |
| Break-even: |
239.45 |
| Moneyness: |
0.67 |
| Premium: |
0.49 |
| Premium p.a.: |
2.70 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
9.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.13% |
| 1 Month |
|
|
+197.87% |
| 3 Months |
|
|
+169.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.130 |
| 1M High / 1M Low: |
0.440 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
675.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
