JP Morgan Call 300 TSM 17.04.2025
/ DE000JT87S79
JP Morgan Call 300 TSM 17.04.2025/ DE000JT87S79 /
| 10/18/2024 10:57:15 AM |
Chg.+0.020 |
Bid5:08:59 PM |
Ask5:08:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
0.300
Bid Size: 50,000 |
0.320
Ask Size: 50,000 |
Taiwan Semiconductor... |
300.00 USD |
4/17/2025 |
Call |
Master data
| WKN: |
JT87S7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
4/17/2025 |
| Issue date: |
9/13/2024 |
| Last trading day: |
4/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-8.70 |
| Time value: |
0.36 |
| Break-even: |
280.63 |
| Moneyness: |
0.69 |
| Premium: |
0.48 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
7.49 |
| Rho: |
0.12 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+113.33% |
| 1 Month |
|
|
+326.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.150 |
| 1M High / 1M Low: |
0.300 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
