JP Morgan Put 35 MET 21.01.2022
/ DE000JC0DJW5
JP Morgan Put 35 MET 21.01.2022/ DE000JC0DJW5 /
| 3/5/2021 9:39:51 AM |
Chg.+0.012 |
Bid7:44:46 PM |
Ask7:44:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+15.58% |
0.079
Bid Size: 50,000 |
0.089
Ask Size: 50,000 |
MetLife Inc |
35.00 USD |
1/21/2022 |
Put |
Master data
| WKN: |
JC0DJW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 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: |
-51.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.49 |
| Parity: |
-2.04 |
| Time value: |
0.10 |
| Break-even: |
28.28 |
| Moneyness: |
0.59 |
| Premium: |
0.43 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
10.31% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-16.68 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.71% |
| 1 Month |
|
|
-31.54% |
| 3 Months |
|
|
-55.50% |
| YTD |
|
|
-57.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.074 |
| 1M High / 1M Low: |
0.130 |
0.074 |
| 6M High / 6M Low: |
0.550 |
0.074 |
| High (YTD): |
1/5/2021 |
0.200 |
| Low (YTD): |
3/3/2021 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.84% |
| Volatility 6M: |
|
105.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |