JP Morgan Put 28 MET 21.01.2022/  DE000JC043S0  /

EUWAX
3/3/2021  9:20:10 AM Chg.- Bid9:07:57 AM Ask9:07:57 AM Underlying Strike price Expiration date Option type
0.036EUR - 0.037
Bid Size: 10,000
0.077
Ask Size: 10,000
MetLife Inc 28.00 USD 1/21/2022 Put

Master data

WKN: JC043S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 28.00 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: -94.12
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.49
Parity: -2.57
Time value: 0.05
Break-even: 22.72
Moneyness: 0.47
Premium: 0.54
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 28.85%
Delta: -0.10
Theta: -0.01
Omega: -8.98
Rho: -0.05
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -40.98%
3 Months
  -62.50%
YTD
  -62.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.042 0.034
1M High / 1M Low: 0.063 0.034
6M High / 6M Low: 0.290 0.034
High (YTD): 2/2/2021 0.090
Low (YTD): 3/1/2021 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.80%
Volatility 6M:   126.06%
Volatility 1Y:   -
Volatility 3Y:   -