JP Morgan Put 34 MET 21.01.2022
/ DE000JC0DJU9
JP Morgan Put 34 MET 21.01.2022/ DE000JC0DJU9 /
| 3/4/2021 9:33:23 AM |
Chg.+0.002 |
Bid11:05:06 AM |
Ask11:05:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+2.99% |
0.070
Bid Size: 15,000 |
0.100
Ask Size: 15,000 |
MetLife Inc |
34.00 USD |
1/21/2022 |
Put |
Master data
| WKN: |
JC0DJU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 USD |
| Maturity: |
1/21/2022 |
| Issue date: |
4/20/2020 |
| Last trading day: |
1/20/2022 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-61.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.49 |
| Parity: |
-2.07 |
| Time value: |
0.08 |
| Break-even: |
27.42 |
| Moneyness: |
0.58 |
| Premium: |
0.44 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.25 |
| Theta: |
-0.02 |
| Omega: |
-15.21 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.069 |
| High: |
0.069 |
| Low: |
0.069 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-42.50% |
| 3 Months |
|
|
-61.67% |
| YTD |
|
|
-63.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.067 |
| 1M High / 1M Low: |
0.120 |
0.067 |
| 6M High / 6M Low: |
0.500 |
0.067 |
| High (YTD): |
1/5/2021 |
0.180 |
| Low (YTD): |
3/3/2021 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.69% |
| Volatility 6M: |
|
111.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |