JP Morgan Put 38 MET 18.06.2021/  DE000JC2CXG7  /

EUWAX
1/20/2021  8:50:27 AM Chg.-0.007 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.064EUR -9.86% 0.069
Bid Size: 50,000
0.079
Ask Size: 50,000
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: -58.02
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.49
Parity: -1.16
Time value: 0.07
Break-even: 30.56
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 13.51%
Delta: -0.23
Theta: -0.02
Omega: -13.18
Rho: -0.04
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month
  -57.33%
3 Months
  -82.22%
YTD
  -54.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.082 0.064
1M High / 1M Low: 0.160 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:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.86%
Volatility 6M:   139.00%
Volatility 1Y:   -
Volatility 3Y:   -