JP Morgan Put 52 MET 19.03.2021/  DE000JJ2BHG5  /

EUWAX
3/4/2021  9:06:31 AM Chg.-0.001 Bid10:06:25 AM Ask10:06:25 AM Underlying Strike price Expiration date Option type
0.011EUR -8.33% 0.011
Bid Size: 10,000
0.031
Ask Size: 10,000
MetLife Inc 52.00 USD 3/19/2021 Put

Master data

WKN: JJ2BHG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 52.00 USD
Maturity: 3/19/2021
Issue date: 12/14/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -212.80
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.49
Parity: -0.58
Time value: 0.02
Break-even: 42.94
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 15.73
Spread abs.: 0.01
Spread %: 43.48%
Delta: -0.11
Theta: -0.03
Omega: -23.11
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month
  -95.77%
3 Months     -
YTD
  -98.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.036 0.012
1M High / 1M Low: 0.260 0.012
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.570
Low (YTD): 3/3/2021 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   428.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -