JP Morgan Put 48 MET 19.03.2021/  DE000JJ13WW8  /

EUWAX
3/4/2021  8:57:38 AM Chg.-0.001 Bid10:07:39 AM Ask10:07:39 AM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.006
Bid Size: 7,500
0.036
Ask Size: 7,500
MetLife Inc 48.00 USD 3/19/2021 Put

Master data

WKN: JJ13WW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 48.00 USD
Maturity: 3/19/2021
Issue date: 11/27/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -305.89
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.49
Parity: -0.91
Time value: 0.02
Break-even: 39.69
Moneyness: 0.81
Premium: 0.19
Premium p.a.: 66.74
Spread abs.: 0.01
Spread %: 62.50%
Delta: -0.06
Theta: -0.03
Omega: -18.16
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -95.45%
3 Months
  -98.44%
YTD
  -98.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.015 0.006
1M High / 1M Low: 0.110 0.006
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.350
Low (YTD): 3/3/2021 0.006
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -