JP Morgan Put 65 PYPL 19.07.2024
/ DE000JK0UGS3
JP Morgan Put 65 PYPL 19.07.2024/ DE000JK0UGS3 /
| 2024-06-04 12:13:40 PM |
Chg.+0.020 |
Bid9:36:59 PM |
Ask9:36:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+6.45% |
0.310
Bid Size: 250,000 |
0.320
Ask Size: 250,000 |
PayPal Holdings Inc |
65.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK0UGS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
0.17 |
| Break-even: |
56.49 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-10.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-54.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.310 |
| 1M High / 1M Low: |
0.410 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
