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JP Morgan Call 88 TSM 17.01.2025/  DE000JS4RMJ0  /

EUWAX
11/14/2024  9:04:21 AM Chg.-0.34 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
9.55EUR -3.44% -
Bid Size: -		 -
Ask Size: -		 Taiwan Semiconductor... 88.00 - 1/17/2025 Call
 

Master data

WKN: JS4RMJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Taiwan Semiconductor Manufacturing Co Ltd
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 1/17/2025
Issue date: 12/29/2022
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.79
Leverage: Yes

Calculated values

Fair value: 8.91
Intrinsic value: 8.87
Implied volatility: 1.90
Historic volatility: 0.36
Parity: 8.87
Time value: 1.02
Break-even: 186.90
Moneyness: 2.01
Premium: 0.06
Premium p.a.: 0.38
Spread abs.: 0.43
Spread %: 4.55%
Delta: 0.90
Theta: -0.20
Omega: 1.61
Rho: 0.11
 

Quote data

Open: 9.55
High: 9.55
Low: 9.55
Previous Close: 9.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.60%
1 Month
  -0.42%
3 Months  
+21.66%
YTD  
+313.42%
1 Year  
+368.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.03 9.89
1M High / 1M Low: 11.03 9.23
6M High / 6M Low: 11.03 5.42
High (YTD): 11/8/2024 11.03
Low (YTD): 1/5/2024 1.94
52W High: 11/8/2024 11.03
52W Low: 12/5/2023 1.82
Avg. price 1W:   10.25
Avg. volume 1W:   0.00
Avg. price 1M:   10.15
Avg. volume 1M:   0.00
Avg. price 6M:   8.14
Avg. volume 6M:   0.00
Avg. price 1Y:   6.01
Avg. volume 1Y:   1.95
Volatility 1M:   72.71%
Volatility 6M:   86.90%
Volatility 1Y:   94.62%
Volatility 3Y:   -