JP Morgan Put 38 MET 18.06.2021
/ DE000JC2CXG7
JP Morgan Put 38 MET 18.06.2021/ DE000JC2CXG7 /
| 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: |
|
- |