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JP Morgan Put 55 PYPL 19.07.2024/  DE000JB55PV2  /

EUWAX
2024-05-21  10:39:39 AM Chg.- Bid8:34:57 AM Ask8:34:57 AM Underlying Strike price Expiration date Option type
0.029EUR - 0.025
Bid Size: 15,000		 0.035
Ask Size: 15,000		 PayPal Holdings Inc 55.00 USD 2024-07-19 Put
 

Master data

WKN: JB55PV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PayPal Holdings Inc
Type: Warrant
Option type: Put
Strike price: 55.00 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: -165.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.32
Parity: -0.90
Time value: 0.04
Break-even: 50.28
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 1.46
Spread abs.: 0.01
Spread %: 38.46%
Delta: -0.09
Theta: -0.01
Omega: -15.16
Rho: -0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.68%
1 Month
  -82.94%
3 Months
  -91.21%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.029
1M High / 1M Low: 0.170 0.029
6M High / 6M Low: 0.490 0.029
High (YTD): 2024-01-05 0.430
Low (YTD): 2024-05-21 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.73%
Volatility 6M:   210.74%
Volatility 1Y:   -
Volatility 3Y:   -