JP Morgan Put 44 MET 18.06.2021/  DE000JJ1GT64  /

EUWAX
3/4/2021  9:44:45 AM Chg.-0.003 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.050EUR -5.66% 0.051
Bid Size: 15,000
0.066
Ask Size: 15,000
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: -77.69
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.49
Parity: -1.24
Time value: 0.06
Break-even: 35.89
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 1.26
Spread abs.: 0.01
Spread %: 15.87%
Delta: -0.16
Theta: -0.02
Omega: -12.35
Rho: -0.02
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -66.67%
3 Months
  -82.76%
YTD
  -83.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.071 0.053
1M High / 1M Low: 0.150 0.053
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.310
Low (YTD): 3/3/2021 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -