JP Morgan Call 88 TSM 20.06.2025
/ DE000JB1LSU2
JP Morgan Call 88 TSM 20.06.2025/ DE000JB1LSU2 /
| 7/10/2024 10:51:49 AM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.68EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
88.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
JB1LSU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.57 |
| Intrinsic value: |
8.26 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.29 |
| Parity: |
8.26 |
| Time value: |
1.42 |
| Break-even: |
184.80 |
| Moneyness: |
1.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.31 |
| Spread %: |
3.31% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
1.57 |
| Rho: |
0.53 |
Quote data
| Open: |
9.68 |
| High: |
9.68 |
| Low: |
9.68 |
| Previous Close: |
9.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.76% |
| 1 Month |
|
|
+28.04% |
| 3 Months |
|
|
+58.95% |
| YTD |
|
|
+279.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.97 |
8.74 |
| 1M High / 1M Low: |
9.97 |
7.56 |
| 6M High / 6M Low: |
9.97 |
2.28 |
| High (YTD): |
7/8/2024 |
9.97 |
| Low (YTD): |
1/5/2024 |
2.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.91% |
| Volatility 6M: |
|
96.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
