OverviewChartNewsTraderScreen

JP Morgan Put 55 PYPL 20.09.2024/  DE000JB5SHA3  /

EUWAX
2024-05-22  8:28:50 AM Chg.+0.010 Bid2024-05-22 Ask2024-05-22 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 20,000		 0.130
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: -53.98
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.32
Parity: -0.90
Time value: 0.11
Break-even: 49.54
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.16
Theta: -0.01
Omega: -8.72
Rho: -0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -55.56%
3 Months
  -72.73%
YTD
  -69.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: 0.580 0.110
High (YTD): 2024-01-17 0.520
Low (YTD): 2024-05-21 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.351
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.17%
Volatility 6M:   147.31%
Volatility 1Y:   -
Volatility 3Y:   -