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JP Morgan Put 60 TWLO 17.01.2025/  DE000JL78U58  /

EUWAX
2024-08-02  11:31:29 AM Chg.-0.003 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.077EUR -3.75% -
Bid Size: -		 -
Ask Size: -		 Twilio Inc 60.00 USD 2025-01-17 Put
 

Master data

WKN: JL78U5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Twilio Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-21
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -8.27
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.34
Parity: -0.03
Time value: 0.07
Break-even: 48.02
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 15.15%
Delta: -0.36
Theta: -0.02
Omega: -2.98
Rho: -0.13
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -17.20%
3 Months
  -19.79%
YTD     0.00%
1 Year
  -51.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.077
1M High / 1M Low: 0.096 0.077
6M High / 6M Low: 0.130 0.077
High (YTD): 2024-02-23 0.130
Low (YTD): 2024-08-02 0.077
52W High: 2023-11-01 0.180
52W Low: 2023-12-28 0.076
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.114
Avg. volume 1Y:   0.000
Volatility 1M:   105.29%
Volatility 6M:   92.40%
Volatility 1Y:   81.46%
Volatility 3Y:   -