JP Morgan Call 60 TWLO 21.06.2024
/ DE000JL7LC25
JP Morgan Call 60 TWLO 21.06.2024/ DE000JL7LC25 /
| 2024-05-27 12:57:07 PM |
Chg.+0.001 |
Bid3:30:26 PM |
Ask3:30:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
+4.55% |
0.025
Bid Size: 50,000 |
0.035
Ask Size: 50,000 |
Twilio Inc |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JL7LC2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.37 |
| Parity: |
-0.01 |
| Time value: |
0.03 |
| Break-even: |
58.27 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
0.49 |
| Theta: |
-0.07 |
| Omega: |
9.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.90% |
| 1 Month |
|
|
-64.62% |
| 3 Months |
|
|
-66.18% |
| YTD |
|
|
-89.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.022 |
| 1M High / 1M Low: |
0.073 |
0.022 |
| 6M High / 6M Low: |
0.220 |
0.022 |
| High (YTD): |
2024-01-23 |
0.190 |
| Low (YTD): |
2024-05-24 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.33% |
| Volatility 6M: |
|
165.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
