JP Morgan Put 50 TWLO 17.01.2025
/ DE000JK0XB05
JP Morgan Put 50 TWLO 17.01.2025/ DE000JK0XB05 /
| 2024-07-10 8:11:47 AM |
Chg.+0.030 |
Bid2024-07-10 |
Ask2024-07-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
0.460
Bid Size: 5,000 |
0.500
Ask Size: 5,000 |
Twilio Inc |
50.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK0XB0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
-0.59 |
| Time value: |
0.47 |
| Break-even: |
41.52 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
-0.29 |
| Theta: |
-0.02 |
| Omega: |
-3.22 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-6.12% |
| 3 Months |
|
|
-19.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.430 |
| 1M High / 1M Low: |
0.600 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.506 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
