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JP Morgan Call 66 MET 17.01.2025/  DE000JL0L129  /

EUWAX
2024-05-31  12:28:35 PM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.850EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 66.00 - 2025-01-17 Call
 

Master data

WKN: JL0L12
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.81
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.07
Implied volatility: 0.42
Historic volatility: 0.18
Parity: 0.07
Time value: 0.91
Break-even: 75.80
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 4.26%
Delta: 0.61
Theta: -0.02
Omega: 4.13
Rho: 0.19
 

Quote data

Open: 0.860
High: 0.860
Low: 0.850
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -8.60%
3 Months
  -7.61%
YTD  
+11.84%
1 Year  
+193.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.800
1M High / 1M Low: 1.080 0.760
6M High / 6M Low: 1.120 0.680
High (YTD): 2024-03-28 1.120
Low (YTD): 2024-02-02 0.680
52W High: 2024-03-28 1.120
52W Low: 2023-06-01 0.290
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.930
Avg. volume 1M:   0.000
Avg. price 6M:   0.899
Avg. volume 6M:   0.000
Avg. price 1Y:   0.767
Avg. volume 1Y:   0.000
Volatility 1M:   121.34%
Volatility 6M:   84.78%
Volatility 1Y:   96.00%
Volatility 3Y:   -