JP Morgan Put 185 TSM 02.08.2024
/ DE000JT4J5L8
JP Morgan Put 185 TSM 02.08.2024/ DE000JT4J5L8 /
17/07/2024 11:09:15 |
Chg.+0.300 |
Bid11:23:55 |
Ask11:23:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+32.97% |
1.220 Bid Size: 15,000 |
1.230 Ask Size: 15,000 |
Taiwan Semiconductor... |
185.00 USD |
02/08/2024 |
Put |
Master data
WKN: |
JT4J5L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
185.00 USD |
Maturity: |
02/08/2024 |
Issue date: |
08/07/2024 |
Last trading day: |
01/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.29 |
Parity: |
-0.10 |
Time value: |
0.95 |
Break-even: |
160.19 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
2.88 |
Spread abs.: |
0.01 |
Spread %: |
1.06% |
Delta: |
-0.45 |
Theta: |
-0.31 |
Omega: |
-8.10 |
Rho: |
-0.04 |
Quote data
Open: |
1.210 |
High: |
1.210 |
Low: |
1.210 |
Previous Close: |
0.910 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.37% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.750 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.878 |
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: |
|
- |