JP Morgan Call 290 TSM 16.01.2026
/ DE000JT17S74
JP Morgan Call 290 TSM 16.01.2026/ DE000JT17S74 /
| 10/18/2024 10:17:33 AM |
Chg.+0.14 |
Bid3:42:42 PM |
Ask3:42:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+9.40% |
1.60
Bid Size: 75,000 |
1.65
Ask Size: 75,000 |
Taiwan Semiconductor... |
290.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JT17S7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 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: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-7.77 |
| Time value: |
1.79 |
| Break-even: |
285.70 |
| Moneyness: |
0.71 |
| Premium: |
0.50 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.09 |
| Spread %: |
5.29% |
| Delta: |
0.36 |
| Theta: |
-0.04 |
| Omega: |
3.81 |
| Rho: |
0.63 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.98% |
| 1 Month |
|
|
+132.86% |
| 3 Months |
|
|
+18.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.14 |
| 1M High / 1M Low: |
1.49 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
