JP Morgan Put 50 PYPL 20.09.2024
/ DE000JB5SH91
JP Morgan Put 50 PYPL 20.09.2024/ DE000JB5SH91 /
| 6/19/2024 8:33:57 AM |
Chg.+0.011 |
Bid5:22:28 PM |
Ask5:22:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+13.25% |
0.090
Bid Size: 15,000 |
0.100
Ask Size: 15,000 |
PayPal Holdings Inc |
50.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB5SH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 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: |
-53.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.85 |
| Time value: |
0.10 |
| Break-even: |
45.54 |
| Moneyness: |
0.85 |
| Premium: |
0.17 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
15.79% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-8.68 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.083 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.35% |
| 1 Month |
|
|
+59.32% |
| 3 Months |
|
|
-41.25% |
| YTD |
|
|
-63.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.046 |
| 1M High / 1M Low: |
0.087 |
0.032 |
| 6M High / 6M Low: |
0.350 |
0.032 |
| High (YTD): |
1/17/2024 |
0.350 |
| Low (YTD): |
6/7/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.28% |
| Volatility 6M: |
|
180.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
