JP Morgan Call 260 TSM 20.12.2024
/ DE000JT0F560
JP Morgan Call 260 TSM 20.12.2024/ DE000JT0F560 /
| 31/07/2024 12:23:21 |
Chg.- |
Bid10:44:20 |
Ask10:44:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
- |
0.082
Bid Size: 7,500 |
0.120
Ask Size: 7,500 |
Taiwan Semiconductor... |
260.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT0F56 |
| 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: |
20/12/2024 |
| Issue date: |
24/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
127.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
-8.70 |
| Time value: |
0.12 |
| Break-even: |
241.41 |
| Moneyness: |
0.64 |
| Premium: |
0.58 |
| Premium p.a.: |
2.25 |
| Spread abs.: |
0.04 |
| Spread %: |
46.07% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
9.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
-73.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.062 |
| 1M High / 1M Low: |
0.530 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
