JP Morgan Put 24 MET 21.01.2022/  DE000JC0DJX3  /

EUWAX
3/4/2021  9:33:23 AM Chg.0.000 Bid9:33:23 AM Ask9:33:23 AM Underlying Strike price Expiration date Option type
0.024EUR 0.00% 0.024
Bid Size: 7,500
0.064
Ask Size: 7,500
MetLife Inc 24.00 USD 1/21/2022 Put

Master data

WKN: JC0DJX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 24.00 USD
Maturity: 1/21/2022
Issue date: 4/20/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -122.36
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.49
Parity: -2.90
Time value: 0.04
Break-even: 19.52
Moneyness: 0.41
Premium: 0.60
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 37.50%
Delta: -0.06
Theta: -0.01
Omega: -7.14
Rho: -0.03
 

Quote data

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

Performance

1 Week  
+4.35%
1 Month
  -35.14%
3 Months
  -60.66%
YTD
  -58.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.019
1M High / 1M Low: 0.040 0.019
6M High / 6M Low: 0.200 0.019
High (YTD): 2/2/2021 0.060
Low (YTD): 3/1/2021 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.47%
Volatility 6M:   161.87%
Volatility 1Y:   -
Volatility 3Y:   -