JP Morgan Put 44 MET 18.06.2021/  DE000JJ1GT64  /

EUWAX
3/5/2021  8:50:00 AM Chg.+0.020 Bid8:01:07 PM Ask8:01:07 PM Underlying Strike price Expiration date Option type
0.070EUR +40.00% 0.061
Bid Size: 50,000
0.071
Ask Size: 50,000
MetLife Inc 44.00 USD 6/18/2021 Put

Master data

WKN: JJ1GT6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 44.00 USD
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -62.87
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.49
Parity: -1.29
Time value: 0.08
Break-even: 35.98
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 12.66%
Delta: -0.17
Theta: -0.02
Omega: -10.77
Rho: -0.03
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.41%
1 Month
  -46.15%
3 Months
  -75.86%
YTD
  -77.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.071 0.050
1M High / 1M Low: 0.130 0.050
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.310
Low (YTD): 3/4/2021 0.050
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -