JP Morgan Put 26 MET 21.01.2022/  DE000JC043U6  /

EUWAX
3/5/2021  9:22:01 AM Chg.+0.010 Bid8:56:36 PM Ask8:56:36 PM Underlying Strike price Expiration date Option type
0.040EUR +33.33% 0.031
Bid Size: 25,000
0.046
Ask Size: 25,000
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: -90.31
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.49
Parity: -2.79
Time value: 0.06
Break-even: 21.18
Moneyness: 0.44
Premium: 0.57
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 27.27%
Delta: -0.08
Theta: -0.01
Omega: -7.42
Rho: -0.04
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -21.57%
3 Months
  -47.37%
YTD
  -45.95%
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:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.11%
Volatility 6M:   136.43%
Volatility 1Y:   -
Volatility 3Y:   -