JP Morgan Put 25 MET 21.01.2022/  DE000JC043V4  /

EUWAX
3/5/2021  9:22:01 AM Chg.+0.010 Bid8:04:15 PM Ask8:04:15 PM Underlying Strike price Expiration date Option type
0.037EUR +37.04% 0.027
Bid Size: 25,000
0.042
Ask Size: 25,000
MetLife Inc 25.00 USD 1/21/2022 Put

Master data

WKN: JC043V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 25.00 USD
Maturity: 1/21/2022
Issue date: 4/9/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -95.52
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.49
Parity: -2.88
Time value: 0.05
Break-even: 20.37
Moneyness: 0.42
Premium: 0.59
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 28.85%
Delta: -0.07
Theta: -0.01
Omega: -7.01
Rho: -0.04
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month
  -19.57%
3 Months
  -45.59%
YTD
  -43.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.032 0.022
1M High / 1M Low: 0.046 0.022
6M High / 6M Low: 0.220 0.022
High (YTD): 2/2/2021 0.067
Low (YTD): 3/1/2021 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.39%
Volatility 6M:   151.07%
Volatility 1Y:   -
Volatility 3Y:   -