JP Morgan Put 55 TWLO 19.07.2024
/ DE000JT0J927
JP Morgan Put 55 TWLO 19.07.2024/ DE000JT0J927 /
| 10/07/2024 08:17:30 |
Chg.+0.030 |
Bid15:27:51 |
Ask15:27:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.091EUR |
+49.18% |
0.088
Bid Size: 7,500 |
0.100
Ask Size: 7,500 |
Twilio Inc |
55.00 USD |
19/07/2024 |
Put |
Master data
| WKN: |
JT0J92 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-43.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
-0.13 |
| Time value: |
0.12 |
| Break-even: |
49.66 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
5.61 |
| Spread abs.: |
0.02 |
| Spread %: |
23.71% |
| Delta: |
-0.37 |
| Theta: |
-0.09 |
| Omega: |
-15.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.091 |
| High: |
0.091 |
| Low: |
0.091 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.21% |
| 1 Month |
|
|
-56.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.061 |
| 1M High / 1M Low: |
0.370 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
