JP Morgan Put 64 PYPL 21.06.2024
/ DE000JB9DMT7
JP Morgan Put 64 PYPL 21.06.2024/ DE000JB9DMT7 /
2024-06-10 11:05:22 AM |
Chg.-0.006 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
-15.38% |
- Bid Size: - |
- Ask Size: - |
PayPal Holdings Inc |
64.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
JB9DMT |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PayPal Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
64.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-21 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-160.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.33 |
Parity: |
-0.31 |
Time value: |
0.04 |
Break-even: |
58.99 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
4.96 |
Spread abs.: |
0.01 |
Spread %: |
31.25% |
Delta: |
-0.19 |
Theta: |
-0.04 |
Omega: |
-29.82 |
Rho: |
0.00 |
Quote data
Open: |
0.033 |
High: |
0.033 |
Low: |
0.033 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.50% |
1 Month |
|
|
-81.67% |
3 Months |
|
|
-95.15% |
YTD |
|
|
-94.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.033 |
1M High / 1M Low: |
0.290 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
0.840 |
Low (YTD): |
2024-06-10 |
0.033 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.197 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
377.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |