JP Morgan Put 50 TWLO 17.01.2025
/ DE000JK0XB05
JP Morgan Put 50 TWLO 17.01.2025/ DE000JK0XB05 /
7/10/2024 8:11:47 AM |
Chg.+0.030 |
Bid8:18:16 PM |
Ask8:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+6.98% |
0.480 Bid Size: 100,000 |
0.500 Ask Size: 100,000 |
Twilio Inc |
50.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
1/30/2024 |
Last trading day: |
1/16/2025 |
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: |
|
- |