JP Morgan Put 35 MET 18.06.2021/  DE000JC2LVF4  /

EUWAX
3/4/2021  8:56:41 AM Chg.-0.002 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.019EUR -9.52% 0.020
Bid Size: 10,000
0.040
Ask Size: 10,000
MetLife Inc 35.00 USD 6/18/2021 Put

Master data

WKN: JC2LVF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 35.00 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: -163.14
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.49
Parity: -1.99
Time value: 0.03
Break-even: 28.75
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 2.28
Spread abs.: 0.01
Spread %: 33.33%
Delta: -0.05
Theta: -0.01
Omega: -8.80
Rho: -0.01
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month
  -48.65%
3 Months
  -79.57%
YTD
  -78.41%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.021
1M High / 1M Low: 0.037 0.021
6M High / 6M Low: 0.400 0.021
High (YTD): 1/5/2021 0.086
Low (YTD): 3/3/2021 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.61%
Volatility 6M:   166.58%
Volatility 1Y:   -
Volatility 3Y:   -