JP Morgan Put 28 MET 18.06.2021/  DE000JC2ZDW7  /

EUWAX
1/22/2021  9:03:37 AM Chg.+0.003 Bid1:41:56 PM Ask1:41:56 PM Underlying Strike price Expiration date Option type
0.016EUR +23.08% 0.016
Bid Size: 10,000
0.056
Ask Size: 10,000
MetLife Inc 28.00 USD 6/18/2021 Put

Master data

WKN: JC2ZDW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 28.00 USD
Maturity: 6/18/2021
Issue date: 6/29/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -169.82
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.49
Parity: -1.94
Time value: 0.03
Break-even: 22.77
Moneyness: 0.54
Premium: 0.46
Premium p.a.: 1.58
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.05
Theta: -0.01
Omega: -8.49
Rho: -0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.013
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -55.56%
3 Months
  -85.45%
YTD
  -46.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.017 0.013
1M High / 1M Low: 0.036 0.013
6M High / 6M Low: 0.210 0.013
High (YTD): 1/5/2021 0.028
Low (YTD): 1/21/2021 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.60%
Volatility 6M:   138.65%
Volatility 1Y:   -
Volatility 3Y:   -