JP Morgan Put 34 MET 21.01.2022/  DE000JC0DJU9  /

EUWAX
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:   -