JP Morgan Call 70 TWLO 21.06.2024
/ DE000JL8S2G7
JP Morgan Call 70 TWLO 21.06.2024/ DE000JL8S2G7 /
| 2024-05-23 2:11:46 PM |
Chg.0.000 |
Bid7:06:04 PM |
Ask7:06:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
0.00% |
0.003
Bid Size: 400,000 |
0.013
Ask Size: 400,000 |
Twilio Inc |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JL8S2G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.37 |
| Parity: |
-0.09 |
| Time value: |
0.01 |
| Break-even: |
65.96 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
7.63 |
| Spread abs.: |
0.01 |
| Spread %: |
333.33% |
| Delta: |
0.24 |
| Theta: |
-0.06 |
| Omega: |
10.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.004 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-80.95% |
| 3 Months |
|
|
-87.10% |
| YTD |
|
|
-97.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.004 |
| 1M High / 1M Low: |
0.033 |
0.004 |
| 6M High / 6M Low: |
0.160 |
0.004 |
| High (YTD): |
2024-01-30 |
0.130 |
| Low (YTD): |
2024-05-22 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.016 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.30% |
| Volatility 6M: |
|
219.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
