JP Morgan Put 32 MET 18.06.2021/  DE000JC2CXC6  /

EUWAX
1/27/2021  12:38:37 PM Chg.+0.006 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.037EUR +19.35% 0.050
Bid Size: 50,000
0.060
Ask Size: 50,000
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: -90.45
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.49
Parity: -1.53
Time value: 0.05
Break-even: 25.85
Moneyness: 0.63
Premium: 0.38
Premium p.a.: 1.28
Spread abs.: 0.01
Spread %: 21.74%
Delta: -0.10
Theta: -0.01
Omega: -9.23
Rho: -0.02
 

Quote data

Open: 0.035
High: 0.037
Low: 0.035
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.04%
1 Month
  -42.19%
3 Months
  -80.53%
YTD
  -33.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.031 0.026
1M High / 1M Low: 0.056 0.026
6M High / 6M Low: 0.320 0.026
High (YTD): 1/5/2021 0.054
Low (YTD): 1/21/2021 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.52%
Volatility 6M:   140.80%
Volatility 1Y:   -
Volatility 3Y:   -