It is understood to be the second death in 24 hours from the activity on Majorca.
Another young victim died on Sunday after falling from a height of eight metres onto the courtyard below.
Hotels and apartments in the area have increased security measures in recent months after learning of the practise, according to Spanish news organisation Telecinco.
It claims that at least seven people have died this year from the sport.
:: The Foreign and Commonwealth Office has confirmed a British national has died in Magaluf in the last 24 hours, but gave no other details.
See Sky News for more details
