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JP Morgan Call 64 MET 17.01.2025/  DE000JL0L137  /

EUWAX
2024-05-31  12:28:36 PM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.980EUR +5.38% -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 64.00 - 2025-01-17 Call
 

Master data

WKN: JL0L13
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.96
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.27
Implied volatility: 0.44
Historic volatility: 0.18
Parity: 0.27
Time value: 0.85
Break-even: 75.20
Moneyness: 1.04
Premium: 0.13
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 3.70%
Delta: 0.64
Theta: -0.02
Omega: 3.82
Rho: 0.20
 

Quote data

Open: 0.990
High: 0.990
Low: 0.980
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.85%
1 Month
  -7.55%
3 Months
  -4.85%
YTD  
+13.95%
1 Year  
+196.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.930
1M High / 1M Low: 1.220 0.880
6M High / 6M Low: 1.250 0.780
High (YTD): 2024-03-28 1.250
Low (YTD): 2024-02-02 0.780
52W High: 2024-03-28 1.250
52W Low: 2023-06-01 0.330
Avg. price 1W:   1.006
Avg. volume 1W:   0.000
Avg. price 1M:   1.065
Avg. volume 1M:   0.000
Avg. price 6M:   1.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.865
Avg. volume 1Y:   0.000
Volatility 1M:   111.79%
Volatility 6M:   77.83%
Volatility 1Y:   89.01%
Volatility 3Y:   -