JP Morgan Put 60 TWLO 20.06.2025
/ DE000JT4WD01
JP Morgan Put 60 TWLO 20.06.2025/ DE000JT4WD01 /
| 10/09/2024 11:11:35 |
Chg.+0.01 |
Bid20:31:01 |
Ask20:31:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+0.97% |
1.08
Bid Size: 100,000 |
1.10
Ask Size: 100,000 |
Twilio Inc |
60.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JT4WD0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
18/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
0.11 |
| Time value: |
0.89 |
| Break-even: |
44.40 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
6.80% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-2.13 |
| Rho: |
-0.24 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.85% |
| 1 Month |
|
|
+5.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.89 |
| 1M High / 1M Low: |
1.03 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
