JP Morgan Call 295 TSM 17.01.2025
/ DE000JT3J0X5
JP Morgan Call 295 TSM 17.01.2025/ DE000JT3J0X5 /
14/08/2024 08:53:52 |
Chg.+0.010 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
+30.30% |
- Bid Size: - |
- Ask Size: - |
Taiwan Semiconductor... |
295.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
JT3J0X |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
295.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
25/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
156.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.32 |
Parity: |
-11.15 |
Time value: |
0.10 |
Break-even: |
269.28 |
Moneyness: |
0.58 |
Premium: |
0.72 |
Premium p.a.: |
2.55 |
Spread abs.: |
0.06 |
Spread %: |
144.44% |
Delta: |
0.06 |
Theta: |
-0.02 |
Omega: |
8.74 |
Rho: |
0.03 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.033 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+72.00% |
1 Month |
|
|
-84.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.052 |
0.025 |
1M High / 1M Low: |
0.270 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
951.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |