JP Morgan Put 36 MET 21.01.2022/  DE000JC4NGY8  /

EUWAX
3/5/2021  8:12:47 AM Chg.+0.013 Bid9:07:34 PM Ask9:07:34 PM Underlying Strike price Expiration date Option type
0.097EUR +15.48% 0.086
Bid Size: 50,000
0.096
Ask Size: 50,000
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: -45.15
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.49
Parity: -1.96
Time value: 0.11
Break-even: 28.98
Moneyness: 0.61
Premium: 0.42
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 12.73%
Delta: -0.44
Theta: -0.04
Omega: -19.92
Rho: -0.20
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.04%
1 Month
  -35.33%
3 Months
  -55.91%
YTD
  -59.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.096 0.083
1M High / 1M Low: 0.150 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:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.300
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.94%
Volatility 6M:   116.16%
Volatility 1Y:   -
Volatility 3Y:   -