JP Morgan Put 60 TWLO 20.09.2024
/ DE000JK1N9L6
JP Morgan Put 60 TWLO 20.09.2024/ DE000JK1N9L6 /
10/09/2024 08:18:23 |
Chg.-0.040 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-13.79% |
- Bid Size: - |
- Ask Size: - |
Twilio Inc |
60.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
JK1N9L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Twilio Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
30/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-20.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.58 |
Historic volatility: |
0.34 |
Parity: |
0.11 |
Time value: |
0.15 |
Break-even: |
51.77 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
1.84 |
Spread abs.: |
0.02 |
Spread %: |
8.33% |
Delta: |
-0.56 |
Theta: |
-0.10 |
Omega: |
-11.44 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+92.31% |
1 Month |
|
|
-24.24% |
3 Months |
|
|
-64.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.130 |
1M High / 1M Low: |
0.350 |
0.120 |
6M High / 6M Low: |
0.910 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.623 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
421.59% |
Volatility 6M: |
|
191.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |