JP Morgan Call 255 TSM 20.09.2024
/ DE000JK5TU86
JP Morgan Call 255 TSM 20.09.2024/ DE000JK5TU86 /
| 6/28/2024 8:26:35 AM |
Chg.+0.004 |
Bid2:35:06 PM |
Ask2:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+6.06% |
0.077
Bid Size: 5,000 |
0.087
Ask Size: 5,000 |
Taiwan Semiconductor... |
255.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK5TU8 |
| 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: |
9/20/2024 |
| Issue date: |
3/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
200.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
-7.79 |
| Time value: |
0.08 |
| Break-even: |
238.94 |
| Moneyness: |
0.67 |
| Premium: |
0.49 |
| Premium p.a.: |
4.67 |
| Spread abs.: |
0.02 |
| Spread %: |
23.08% |
| Delta: |
0.06 |
| Theta: |
-0.03 |
| Omega: |
11.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
+191.67% |
| 3 Months |
|
|
+70.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.066 |
| 1M High / 1M Low: |
0.270 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,021.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
