JP Morgan Put 25 MET 21.01.2022/  DE000JC043V4  /

EUWAX
3/4/2021  9:14:34 AM Chg.+0.001 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.027EUR +3.85% 0.027
Bid Size: 10,000
0.067
Ask Size: 10,000
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: -116.53
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.49
Parity: -2.82
Time value: 0.04
Break-even: 20.33
Moneyness: 0.42
Premium: 0.58
Premium p.a.: 0.68
Spread abs.: 0.02
Spread %: 35.71%
Delta: -0.07
Theta: -0.01
Omega: -7.58
Rho: -0.03
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -35.71%
3 Months
  -60.29%
YTD
  -58.46%
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:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.58%
Volatility 6M:   151.00%
Volatility 1Y:   -
Volatility 3Y:   -