JP Morgan Call 320 TSM 20.06.2025
/ DE000JT21UV6
JP Morgan Call 320 TSM 20.06.2025/ DE000JT21UV6 /
| 2024-07-08 9:46:39 AM |
Chg.+0.070 |
Bid12:27:11 PM |
Ask12:27:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+15.22% |
0.540
Bid Size: 5,000 |
0.570
Ask Size: 5,000 |
Taiwan Semiconductor... |
320.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
JT21UV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 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: |
35.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
-12.56 |
| Time value: |
0.48 |
| Break-even: |
300.39 |
| Moneyness: |
0.57 |
| Premium: |
0.77 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.15 |
| Theta: |
-0.03 |
| Omega: |
5.44 |
| Rho: |
0.20 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.300 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
