JP Morgan Put 32 MET 18.06.2021/  DE000JC2CXC6  /

EUWAX
3/5/2021  8:52:32 AM Chg.+0.007 Bid11:39:42 AM Ask11:39:42 AM Underlying Strike price Expiration date Option type
0.023EUR +43.75% 0.022
Bid Size: 10,000
0.042
Ask Size: 10,000
MetLife Inc 32.00 USD 6/18/2021 Put

Master data

WKN: JC2CXC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 32.00 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: -150.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.49
Parity: -2.29
Time value: 0.03
Break-even: 26.41
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 2.80
Spread abs.: 0.01
Spread %: 30.30%
Delta: -0.05
Theta: -0.01
Omega: -7.13
Rho: -0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.05%
1 Month  
+4.55%
3 Months
  -62.30%
YTD
  -58.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.016
1M High / 1M Low: 0.027 0.016
6M High / 6M Low: 0.290 0.016
High (YTD): 1/5/2021 0.054
Low (YTD): 3/4/2021 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.16%
Volatility 6M:   168.74%
Volatility 1Y:   -
Volatility 3Y:   -