JP Morgan Call 300 TSM 20.06.2025/  DE000JT21UR4  /

EUWAX
2024-07-31  2:30:24 PM Chg.+0.020 Bid9:55:11 PM Ask9:55:11 PM Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.240
Bid Size: 7,500
0.320
Ask Size: 7,500
Taiwan Semiconductor... 300.00 USD 2025-06-20 Call
 

Master data

WKN: JT21UR
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: 2025-06-20
Issue date: 2024-06-21
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.19
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.31
Parity: -13.45
Time value: 0.21
Break-even: 279.50
Moneyness: 0.52
Premium: 0.96
Premium p.a.: 1.13
Spread abs.: 0.07
Spread %: 53.33%
Delta: 0.09
Theta: -0.02
Omega: 6.13
Rho: 0.10
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -51.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.790 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -