JP Morgan Call 32 MET/  DE000JM9ARY9  /

EUWAX
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:   -