JP Morgan Put 36 MET 18.06.2021/  DE000JC2CXB8  /

EUWAX
3/3/2021  8:52:11 AM Chg.-0.004 Bid9:57:41 PM Ask9:57:41 PM Underlying Strike price Expiration date Option type
0.022EUR -15.38% 0.022
Bid Size: 25,000
0.032
Ask Size: 25,000
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: -152.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.49
Parity: -1.91
Time value: 0.03
Break-even: 29.56
Moneyness: 0.61
Premium: 0.40
Premium p.a.: 2.15
Spread abs.: 0.01
Spread %: 31.25%
Delta: -0.06
Theta: -0.01
Omega: -9.14
Rho: -0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -50.00%
3 Months
  -80.00%
YTD
  -78.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.022
1M High / 1M Low: 0.044 0.022
6M High / 6M Low: 0.450 0.022
High (YTD): 1/5/2021 0.100
Low (YTD): 3/3/2021 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.24%
Volatility 6M:   165.06%
Volatility 1Y:   -
Volatility 3Y:   -