JP Morgan Call 260 TSM 16.01.2026/  DE000JK4HHJ9  /

EUWAX
2024-09-06  3:45:29 PM Chg.-0.060 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.880EUR -6.38% -
Bid Size: -
-
Ask Size: -
Taiwan Semiconductor... 260.00 USD 2026-01-16 Call
 

Master data

WKN: JK4HHJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2026-01-16
Issue date: 2024-03-13
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.03
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -9.31
Time value: 0.78
Break-even: 242.39
Moneyness: 0.60
Premium: 0.71
Premium p.a.: 0.49
Spread abs.: 0.07
Spread %: 10.13%
Delta: 0.24
Theta: -0.02
Omega: 4.36
Rho: 0.36
 

Quote data

Open: 0.940
High: 0.940
Low: 0.880
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.27%
1 Month
  -20.00%
3 Months
  -21.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.840
1M High / 1M Low: 1.360 0.840
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.976
Avg. volume 1W:   0.000
Avg. price 1M:   1.127
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -