JP Morgan Put 50 TWLO 17.01.2025
/ DE000JK0XB05
JP Morgan Put 50 TWLO 17.01.2025/ DE000JK0XB05 /
09/09/2024 08:14:37 |
Chg.- |
Bid10:20:52 |
Ask10:20:52 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
- |
0.300 Bid Size: 5,000 |
0.340 Ask Size: 5,000 |
Twilio Inc |
50.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
30/01/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.34 |
Parity: |
-0.80 |
Time value: |
0.31 |
Break-even: |
42.23 |
Moneyness: |
0.85 |
Premium: |
0.21 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.04 |
Spread %: |
13.33% |
Delta: |
-0.24 |
Theta: |
-0.02 |
Omega: |
-4.23 |
Rho: |
-0.06 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.45% |
1 Month |
|
|
-3.03% |
3 Months |
|
|
-34.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.330 |
0.210 |
6M High / 6M Low: |
0.670 |
0.210 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.262 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.469 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.12% |
Volatility 6M: |
|
107.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |