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JP Morgan Put 50 PYPL 19.07.2024/  DE000JB55PU4  /

EUWAX
2024-05-22  10:48:36 AM Chg.-0.002 Bid11:25:31 AM Ask11:25:31 AM Underlying Strike price Expiration date Option type
0.008EUR -20.00% 0.009
Bid Size: 7,500		 0.019
Ask Size: 7,500		 PayPal Holdings Inc 50.00 USD 2024-07-19 Put
 

Master data

WKN: JB55PU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PayPal Holdings Inc
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2024-07-19
Issue date: 2023-11-20
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -328.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -1.30
Time value: 0.02
Break-even: 45.89
Moneyness: 0.78
Premium: 0.22
Premium p.a.: 2.55
Spread abs.: 0.01
Spread %: 125.00%
Delta: -0.04
Theta: -0.01
Omega: -14.63
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -90.00%
3 Months
  -95.56%
YTD
  -95.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.010
1M High / 1M Low: 0.080 0.010
6M High / 6M Low: 0.310 0.010
High (YTD): 2024-01-05 0.270
Low (YTD): 2024-05-21 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.70%
Volatility 6M:   215.17%
Volatility 1Y:   -
Volatility 3Y:   -