JP Morgan Put 64 PYPL 19.07.2024
/ DE000JB7R2S5
JP Morgan Put 64 PYPL 19.07.2024/ DE000JB7R2S5 /
| 2024-06-17 12:09:49 PM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
PayPal Holdings Inc |
64.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB7R2S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.33 |
| Parity: |
0.31 |
| Time value: |
0.09 |
| Break-even: |
55.80 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-9.71 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+216.67% |
| 1 Month |
|
|
+52.00% |
| 3 Months |
|
|
-25.49% |
| YTD |
|
|
-38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.120 |
| 1M High / 1M Low: |
0.380 |
0.120 |
| 6M High / 6M Low: |
0.900 |
0.120 |
| High (YTD): |
2024-02-09 |
0.900 |
| Low (YTD): |
2024-06-11 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.31% |
| Volatility 6M: |
|
228.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
