JP Morgan Put 32 MET 21.01.2022/  DE000JC04444  /

EUWAX
3/5/2021  9:22:03 AM Chg.+0.011 Bid8:18:36 PM Ask8:18:36 PM Underlying Strike price Expiration date Option type
0.067EUR +19.64% 0.058
Bid Size: 30,000
0.073
Ask Size: 30,000
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: -65.35
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.49
Parity: -2.29
Time value: 0.08
Break-even: 25.98
Moneyness: 0.54
Premium: 0.48
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 13.16%
Delta: -0.18
Theta: -0.02
Omega: -11.66
Rho: -0.08
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.35%
1 Month
  -30.93%
3 Months
  -55.33%
YTD
  -55.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.063 0.054
1M High / 1M Low: 0.097 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:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.30%
Volatility 6M:   118.22%
Volatility 1Y:   -
Volatility 3Y:   -