JP Morgan Put 50 PYPL 20.09.2024
/ DE000JB5SH91
JP Morgan Put 50 PYPL 20.09.2024/ DE000JB5SH91 /
| 2024-05-15 8:29:39 AM |
Chg.-0.003 |
Bid9:08:38 PM |
Ask9:08:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-4.48% |
0.064
Bid Size: 150,000 |
0.074
Ask Size: 150,000 |
PayPal Holdings Inc |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5SH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-88.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-1.35 |
| Time value: |
0.07 |
| Break-even: |
45.56 |
| Moneyness: |
0.77 |
| Premium: |
0.24 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
-0.10 |
| Theta: |
-0.01 |
| Omega: |
-8.53 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-54.29% |
| 3 Months |
|
|
-76.30% |
| YTD |
|
|
-75.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.060 |
| 1M High / 1M Low: |
0.180 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.350 |
| Low (YTD): |
2024-05-08 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
