JP Morgan Call 32 MET/ DE000JM9ARY9 /
| 1/14/2021 8:48:33 AM | Chg.- | Bid9:59:50 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.52EUR | - | 1.61 Bid Size: 500 |
- Ask Size: - |
MetLife Inc | 32.00 USD | 1/15/2021 | Call |
Master data
| WKN: | JM9ARY |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | MetLife Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 USD |
| Maturity: | 1/15/2021 |
| Issue date: | 3/25/2020 |
| Last trading day: | 1/14/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 1.50 |
| Implied volatility: | 5.15 |
| Historic volatility: | 0.49 |
| Parity: | 1.50 |
| Time value: | 0.01 |
| Break-even: | 41.41 |
| Moneyness: | 1.57 |
| Premium: | 0.00 |
| Premium p.a.: | 2.30 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.96 |
| Theta: | -0.40 |
| Omega: | 2.64 |
| Rho: | 0.00 |
Quote data
| Open: | 1.52 |
|---|---|
| High: | 1.52 |
| Low: | 1.52 |
| Previous Close: | 1.51 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.83% | ||
|---|---|---|---|
| 1 Month | +31.03% | ||
| 3 Months | +137.50% | ||
| YTD | +32.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.52 | 1.41 |
|---|---|---|
| 1M High / 1M Low: | 1.52 | 1.09 |
| 6M High / 6M Low: | 1.52 | 0.46 |
| High (YTD): | 1/14/2021 | 1.52 |
| Low (YTD): | 1/5/2021 | 1.14 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.47 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 1.26 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 0.85 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 84.74% | |
| Volatility 6M: | 149.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |