JP Morgan Put 34 MET 21.01.2022/  DE000JC0DJU9  /

EUWAX
3/5/2021  9:39:51 AM Chg.+0.012 Bid8:12:06 PM Ask8:12:06 PM Underlying Strike price Expiration date Option type
0.081EUR +17.39% 0.070
Bid Size: 50,000
0.080
Ask Size: 50,000
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: -55.19
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.49
Parity: -2.13
Time value: 0.09
Break-even: 27.51
Moneyness: 0.57
Premium: 0.45
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.26
Theta: -0.02
Omega: -14.31
Rho: -0.12
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.069
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.58%
1 Month
  -32.50%
3 Months
  -55.00%
YTD
  -57.37%
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:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.66%
Volatility 6M:   110.94%
Volatility 1Y:   -
Volatility 3Y:   -