JP Morgan Put 36 MET 21.01.2022/  DE000JC4NGY8  /

EUWAX
3/4/2021  9:38:43 AM Chg.+0.001 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.084EUR +1.20% 0.086
Bid Size: 15,000
0.120
Ask Size: 15,000
MetLife Inc 36.00 USD 1/21/2022 Put

Master data

WKN: JC4NGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 36.00 USD
Maturity: 1/21/2022
Issue date: 8/4/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.46
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.49
Parity: -1.91
Time value: 0.10
Break-even: 28.91
Moneyness: 0.61
Premium: 0.41
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 10.31%
Delta: -0.43
Theta: -0.04
Omega: -21.81
Rho: -0.20
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.083
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month
  -50.59%
3 Months
  -61.82%
YTD
  -65.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.096 0.083
1M High / 1M Low: 0.170 0.083
6M High / 6M Low: 0.590 0.083
High (YTD): 1/5/2021 0.230
Low (YTD): 3/3/2021 0.083
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.10%
Volatility 6M:   116.47%
Volatility 1Y:   -
Volatility 3Y:   -