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JP Morgan Put 45 PYPL 20.09.2024/  DE000JB5SH83  /

EUWAX
2024-05-22  8:28:50 AM Chg.+0.001 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.023EUR +4.55% 0.023
Bid Size: 10,000		 0.033
Ask Size: 10,000		 PayPal Holdings Inc 45.00 USD 2024-09-20 Put
 

Master data

WKN: JB5SH8
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PayPal Holdings Inc
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -208.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.32
Parity: -1.82
Time value: 0.03
Break-even: 41.15
Moneyness: 0.69
Premium: 0.31
Premium p.a.: 1.24
Spread abs.: 0.01
Spread %: 47.62%
Delta: -0.04
Theta: -0.01
Omega: -9.32
Rho: -0.01
 

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
  -14.81%
1 Month
  -71.25%
3 Months
  -85.63%
YTD
  -85.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.029 0.022
1M High / 1M Low: 0.080 0.022
6M High / 6M Low: 0.260 0.022
High (YTD): 2024-01-04 0.220
Low (YTD): 2024-05-21 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.13%
Volatility 6M:   167.73%
Volatility 1Y:   -
Volatility 3Y:   -