JP Morgan Put 50 TWLO 18.10.2024
/ DE000JK3F0F5
JP Morgan Put 50 TWLO 18.10.2024/ DE000JK3F0F5 /
| 2024-07-10 10:46:17 AM |
Chg.+0.030 |
Bid2:15:10 PM |
Ask2:15:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+12.00% |
0.270
Bid Size: 7,500 |
0.290
Ask Size: 7,500 |
Twilio Inc |
50.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
JK3F0F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.34 |
| Parity: |
-0.59 |
| Time value: |
0.31 |
| Break-even: |
43.14 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.03 |
| Spread %: |
10.71% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-4.67 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-31.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.430 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
