JP Morgan Put 30 MET 18.06.2021/  DE000JC2CXD4  /

EUWAX
1/27/2021  12:38:37 PM Chg.+0.004 Bid9:54:01 PM Ask9:54:01 PM Underlying Strike price Expiration date Option type
0.029EUR +16.00% 0.036
Bid Size: 50,000
0.046
Ask Size: 50,000
MetLife Inc 30.00 USD 6/18/2021 Put

Master data

WKN: JC2CXD
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 6/18/2021
Issue date: 6/12/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -109.50
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.49
Parity: -1.69
Time value: 0.04
Break-even: 24.28
Moneyness: 0.59
Premium: 0.42
Premium p.a.: 1.45
Spread abs.: 0.01
Spread %: 26.32%
Delta: -0.08
Theta: -0.01
Omega: -8.52
Rho: -0.01
 

Quote data

Open: 0.028
High: 0.029
Low: 0.028
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.10%
1 Month
  -38.30%
3 Months
  -79.29%
YTD
  -29.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.019
1M High / 1M Low: 0.041 0.019
6M High / 6M Low: 0.260 0.019
High (YTD): 1/5/2021 0.040
Low (YTD): 1/21/2021 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.52%
Volatility 6M:   141.87%
Volatility 1Y:   -
Volatility 3Y:   -