JP Morgan Call 285 TSM 16.01.2026
/ DE000JT17S66
JP Morgan Call 285 TSM 16.01.2026/ DE000JT17S66 /
| 9/17/2024 10:16:16 AM |
Chg.-0.070 |
Bid4:45:04 PM |
Ask4:45:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-8.14% |
0.760
Bid Size: 75,000 |
0.810
Ask Size: 75,000 |
Taiwan Semiconductor... |
285.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT17S6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
6/24/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
-10.42 |
| Time value: |
0.87 |
| Break-even: |
264.78 |
| Moneyness: |
0.59 |
| Premium: |
0.74 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.09 |
| Spread %: |
11.54% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
4.23 |
| Rho: |
0.37 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.54% |
| 1 Month |
|
|
-25.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.650 |
| 1M High / 1M Low: |
1.010 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
