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JP Morgan Call 70 MET 17.01.2025/  DE000JL0L152  /

EUWAX
2024-06-07  10:51:28 AM Chg.-0.020 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.530EUR -3.64% -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 70.00 - 2025-01-17 Call
 

Master data

WKN: JL0L15
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.38
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.18
Parity: -0.51
Time value: 0.57
Break-even: 75.70
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.48
Theta: -0.02
Omega: 5.44
Rho: 0.15
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.11%
1 Month
  -19.70%
3 Months
  -28.38%
YTD
  -8.62%
1 Year  
+96.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.530
1M High / 1M Low: 0.820 0.530
6M High / 6M Low: 0.870 0.500
High (YTD): 2024-03-28 0.870
Low (YTD): 2024-02-02 0.500
52W High: 2024-03-28 0.870
52W Low: 2023-06-23 0.260
Avg. price 1W:   0.588
Avg. volume 1W:   0.000
Avg. price 1M:   0.675
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   0.597
Avg. volume 1Y:   0.000
Volatility 1M:   121.75%
Volatility 6M:   102.32%
Volatility 1Y:   99.79%
Volatility 3Y:   -