JP Morgan Put 65 PYPL 20.12.2024
/ DE000JK072A7
JP Morgan Put 65 PYPL 20.12.2024/ DE000JK072A7 /
| 2024-06-03 12:28:10 PM |
Chg.- |
Bid12:22:59 PM |
Ask12:22:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
0.630
Bid Size: 20,000 |
0.640
Ask Size: 20,000 |
PayPal Holdings Inc |
65.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK072A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
65.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.14 |
| Time value: |
0.43 |
| Break-even: |
53.91 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-4.69 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
+10.71% |
| 3 Months |
|
|
-36.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.620 |
| 1M High / 1M Low: |
0.720 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
