JP Morgan Put 26 MET 21.01.2022
/ DE000JC043U6
JP Morgan Put 26 MET 21.01.2022/ DE000JC043U6 /
| 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 |
| 0.030EUR |
+3.45% |
0.030
Bid Size: 10,000 |
0.070
Ask Size: 10,000 |
MetLife Inc |
26.00 USD |
1/21/2022 |
Put |
Master data
| WKN: |
JC043U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
26.00 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: |
-108.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.49 |
| Parity: |
-2.74 |
| Time value: |
0.05 |
| Break-even: |
21.13 |
| Moneyness: |
0.44 |
| Premium: |
0.57 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
33.33% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-8.00 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.029 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-60.53% |
| YTD |
|
|
-59.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.026 |
| 1M High / 1M Low: |
0.051 |
0.026 |
| 6M High / 6M Low: |
0.240 |
0.026 |
| High (YTD): |
2/2/2021 |
0.074 |
| Low (YTD): |
3/1/2021 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.19% |
| Volatility 6M: |
|
136.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |