JP Morgan Call 70 TWLO 20.09.2024
/ DE000JK18850
JP Morgan Call 70 TWLO 20.09.2024/ DE000JK18850 /
| 7/10/2024 8:51:51 AM |
Chg.-0.030 |
Bid4:01:12 PM |
Ask4:01:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-16.67% |
0.140
Bid Size: 75,000 |
0.150
Ask Size: 75,000 |
Twilio Inc |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK1885 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.34 |
| Parity: |
-1.26 |
| Time value: |
0.18 |
| Break-even: |
66.53 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
2.44 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
7.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.160 |
| 1M High / 1M Low: |
0.240 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
