OverviewChartNewsTraderScreen

JP Morgan Call 80 TSM 17.01.2025/  DE000JS4RMC5  /

EUWAX
2024-10-18  9:18:12 AM Chg.+0.07 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
11.59EUR +0.61% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 80.00 - 2025-01-17 Call
 

Master data

WKN: JS4RMC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2022-12-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.65
Leverage: Yes

Calculated values

Fair value: 11.07
Intrinsic value: 11.01
Implied volatility: 1.43
Historic volatility: 0.35
Parity: 11.01
Time value: 0.51
Break-even: 195.20
Moneyness: 2.38
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: -0.21
Spread %: -1.79%
Delta: 0.94
Theta: -0.09
Omega: 1.56
Rho: 0.16
 

Quote data

Open: 11.59
High: 11.59
Low: 11.59
Previous Close: 11.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.67%
1 Month  
+39.30%
3 Months  
+34.14%
YTD  
+309.54%
1 Year  
+441.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.59 9.95
1M High / 1M Low: 11.59 8.32
6M High / 6M Low: 11.59 4.72
High (YTD): 2024-10-18 11.59
Low (YTD): 2024-01-05 2.43
52W High: 2024-10-18 11.59
52W Low: 2023-10-31 1.72
Avg. price 1W:   10.73
Avg. volume 1W:   0.00
Avg. price 1M:   9.46
Avg. volume 1M:   0.00
Avg. price 6M:   8.17
Avg. volume 6M:   0.00
Avg. price 1Y:   6.04
Avg. volume 1Y:   8.98
Volatility 1M:   62.87%
Volatility 6M:   84.52%
Volatility 1Y:   87.55%
Volatility 3Y:   -