JP Morgan Put 32 MET 21.01.2022/  DE000JC04444  /

EUWAX
3/4/2021  9:14:34 AM Chg.+0.002 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.056EUR +3.70% 0.056
Bid Size: 15,000
0.086
Ask Size: 15,000
MetLife Inc 32.00 USD 1/21/2022 Put

Master data

WKN: JC0444
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 32.00 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: -67.98
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.49
Parity: -2.24
Time value: 0.07
Break-even: 25.84
Moneyness: 0.54
Premium: 0.47
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 20.83%
Delta: -0.17
Theta: -0.02
Omega: -11.86
Rho: -0.08
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.054
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.08%
1 Month
  -42.86%
3 Months
  -62.67%
YTD
  -62.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.063 0.054
1M High / 1M Low: 0.098 0.054
6M High / 6M Low: 0.420 0.054
High (YTD): 2/2/2021 0.140
Low (YTD): 3/3/2021 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.94%
Volatility 6M:   118.16%
Volatility 1Y:   -
Volatility 3Y:   -