JP Morgan Put 55 PYPL 20.09.2024
/ DE000JB5SHA3
JP Morgan Put 55 PYPL 20.09.2024/ DE000JB5SHA3 /
| 2024-05-16 8:28:54 AM |
Chg.+0.010 |
Bid10:13:45 AM |
Ask10:13:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+7.69% |
0.140
Bid Size: 20,000 |
0.150
Ask Size: 20,000 |
PayPal Holdings Inc |
55.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB5SHA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 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: |
-42.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.32 |
| Parity: |
-0.82 |
| Time value: |
0.14 |
| Break-even: |
49.14 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-7.95 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-48.15% |
| 3 Months |
|
|
-65.85% |
| YTD |
|
|
-64.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.310 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
0.520 |
| Low (YTD): |
2024-05-15 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.146 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
