JP Morgan Put 45 PYPL 20.09.2024
/ DE000JB5SH83
JP Morgan Put 45 PYPL 20.09.2024/ DE000JB5SH83 /
| 6/3/2024 8:31:41 AM |
Chg.-0.002 |
Bid6:54:07 PM |
Ask6:54:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
-7.41% |
0.025
Bid Size: 125,000 |
0.035
Ask Size: 125,000 |
PayPal Holdings Inc |
45.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB5SH8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-179.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
-1.66 |
| Time value: |
0.03 |
| Break-even: |
41.14 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
-0.05 |
| Theta: |
-0.01 |
| Omega: |
-9.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
-79.17% |
| YTD |
|
|
-84.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.027 |
| 1M High / 1M Low: |
0.036 |
0.022 |
| 6M High / 6M Low: |
0.230 |
0.022 |
| High (YTD): |
1/4/2024 |
0.220 |
| Low (YTD): |
5/21/2024 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.031 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.22% |
| Volatility 6M: |
|
176.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
