JP Morgan Put 35 MET 21.01.2022/  DE000JC0DJW5  /

EUWAX
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:   -