JP Morgan Put 34 MET 18.06.2021/  DE000JC2LVG2  /

EUWAX
1/25/2021  8:53:04 AM Chg.- Bid9:53:30 PM Ask9:53:30 PM Underlying Strike price Expiration date Option type
0.041EUR - 0.048
Bid Size: 50,000
0.058
Ask Size: 50,000
MetLife Inc 34.00 USD 6/18/2021 Put

Master data

WKN: JC2LVG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 34.00 USD
Maturity: 6/18/2021
Issue date: 6/18/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -72.22
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.49
Parity: -1.39
Time value: 0.06
Break-even: 27.42
Moneyness: 0.67
Premium: 0.35
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 17.24%
Delta: -0.14
Theta: -0.02
Omega: -9.87
Rho: -0.02
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month
  -52.87%
3 Months
  -81.36%
YTD
  -46.05%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.036
1M High / 1M Low: 0.076 0.036
6M High / 6M Low: 0.380 0.036
High (YTD): 1/5/2021 0.074
Low (YTD): 1/21/2021 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.36%
Volatility 6M:   142.70%
Volatility 1Y:   -
Volatility 3Y:   -