JP Morgan Put 50 TWLO 21.02.2025
/ DE000JK242S8
JP Morgan Put 50 TWLO 21.02.2025/ DE000JK242S8 /
| 9/11/2024 10:35:15 AM |
Chg.+0.030 |
Bid12:36:29 PM |
Ask12:36:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+7.50% |
0.430
Bid Size: 7,500 |
0.460
Ask Size: 7,500 |
Twilio Inc |
50.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
JK242S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
2/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.34 |
| Parity: |
-0.66 |
| Time value: |
0.47 |
| Break-even: |
40.67 |
| Moneyness: |
0.87 |
| Premium: |
0.22 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
9.30% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-3.13 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.86% |
| 1 Month |
|
|
+7.50% |
| 3 Months |
|
|
-24.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.300 |
| 6M High / 6M Low: |
0.740 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.59% |
| Volatility 6M: |
|
88.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
