JP Morgan Put 38 MET 18.06.2021/  DE000JC2CXG7  /

EUWAX
1/25/2021  9:24:08 AM Chg.- Bid12:29:46 PM Ask12:27:14 PM Underlying Strike price Expiration date Option type
0.074EUR - 0.079
Bid Size: 20,000
0.110
Ask Size: 20,000
MetLife Inc 38.00 USD 6/18/2021 Put

Master data

WKN: JC2CXG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 38.00 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: -47.06
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.49
Parity: -1.06
Time value: 0.09
Break-even: 30.40
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 11.24%
Delta: -0.26
Theta: -0.02
Omega: -12.25
Rho: -0.05
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.072
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month
  -50.67%
3 Months
  -78.24%
YTD
  -47.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.074 0.064
1M High / 1M Low: 0.140 0.064
6M High / 6M Low: 0.550 0.064
High (YTD): 1/5/2021 0.140
Low (YTD): 1/20/2021 0.064
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.318
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.75%
Volatility 6M:   140.16%
Volatility 1Y:   -
Volatility 3Y:   -