JP Morgan Put 36 MET 18.06.2021/  DE000JC2CXB8  /

EUWAX
1/25/2021  9:24:11 AM Chg.+0.001 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.055EUR +1.85% 0.061
Bid Size: 50,000
0.071
Ask Size: 50,000
MetLife Inc 36.00 USD 6/18/2021 Put

Master data

WKN: JC2CXB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 36.00 USD
Maturity: 6/18/2021
Issue date: 6/12/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.39
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.49
Parity: -1.22
Time value: 0.07
Break-even: 28.92
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 14.93%
Delta: -0.18
Theta: -0.02
Omega: -11.34
Rho: -0.03
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.054
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.79%
1 Month
  -54.17%
3 Months
  -78.85%
YTD
  -45.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.056 0.048
1M High / 1M Low: 0.100 0.048
6M High / 6M Low: 0.460 0.048
High (YTD): 1/5/2021 0.100
Low (YTD): 1/20/2021 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.31%
Volatility 6M:   137.90%
Volatility 1Y:   -
Volatility 3Y:   -