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JP Morgan Put 58 PYPL 21.06.2024/  DE000JB62R20  /

EUWAX
2024-05-22  10:18:12 AM Chg.-0.005 Bid11:25:31 AM Ask11:25:31 AM Underlying Strike price Expiration date Option type
0.024EUR -17.24% 0.025
Bid Size: 15,000		 0.035
Ask Size: 15,000		 PayPal Holdings Inc 58.00 USD 2024-06-21 Put
 

Master data

WKN: JB62R2
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: PayPal Holdings Inc
Type: Warrant
Option type: Put
Strike price: 58.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -188.53
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -0.56
Time value: 0.03
Break-even: 53.12
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 2.21
Spread abs.: 0.01
Spread %: 41.67%
Delta: -0.12
Theta: -0.02
Omega: -21.93
Rho: -0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.46%
1 Month
  -89.09%
3 Months
  -94.15%
YTD
  -93.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.029
1M High / 1M Low: 0.220 0.029
6M High / 6M Low: 0.610 0.029
High (YTD): 2024-01-05 0.530
Low (YTD): 2024-05-21 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   393.07%
Volatility 6M:   235.75%
Volatility 1Y:   -
Volatility 3Y:   -