JP Morgan Put 30 MET 21.01.2022/  DE000JC043X0  /

EUWAX
3/5/2021  9:22:01 AM Chg.+0.011 Bid8:35:03 PM Ask8:35:03 PM Underlying Strike price Expiration date Option type
0.056EUR +24.44% 0.047
Bid Size: 30,000
0.062
Ask Size: 30,000
MetLife Inc 30.00 USD 1/21/2022 Put

Master data

WKN: JC043X
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 30.00 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: -70.96
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.49
Parity: -2.46
Time value: 0.07
Break-even: 24.37
Moneyness: 0.50
Premium: 0.51
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 21.43%
Delta: -0.14
Theta: -0.01
Omega: -9.62
Rho: -0.07
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.80%
1 Month
  -28.21%
3 Months
  -53.33%
YTD
  -53.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.051 0.044
1M High / 1M Low: 0.078 0.044
6M High / 6M Low: 0.350 0.044
High (YTD): 2/2/2021 0.110
Low (YTD): 3/3/2021 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.82%
Volatility 6M:   117.32%
Volatility 1Y:   -
Volatility 3Y:   -