JP Morgan Put 40 MET 18.06.2021/  DE000JC2CXE2  /

EUWAX
3/4/2021  8:49:20 AM Chg.-0.001 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.031EUR -3.13% 0.032
Bid Size: 15,000
0.052
Ask Size: 15,000
MetLife Inc 40.00 USD 6/18/2021 Put

Master data

WKN: JC2CXE
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 40.00 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: -113.82
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.49
Parity: -1.57
Time value: 0.04
Break-even: 32.77
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.67
Spread abs.: 0.01
Spread %: 23.26%
Delta: -0.09
Theta: -0.01
Omega: -10.62
Rho: -0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.032
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.89%
1 Month
  -61.25%
3 Months
  -82.78%
YTD
  -82.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.043 0.032
1M High / 1M Low: 0.080 0.032
6M High / 6M Low: 0.650 0.032
High (YTD): 1/5/2021 0.180
Low (YTD): 3/3/2021 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.62%
Volatility 6M:   157.99%
Volatility 1Y:   -
Volatility 3Y:   -