JP Morgan Call 32 MET 21.01.2022
/ DE000JC043Z5
JP Morgan Call 32 MET 21.01.2022/ DE000JC043Z5 /
| 1/28/2021 9:07:53 AM |
Chg.-0.11 |
Bid5:18:31 PM |
Ask5:18:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-7.38% |
1.50
Bid Size: 50,000 |
1.51
Ask Size: 50,000 |
MetLife Inc |
32.00 USD |
1/21/2022 |
Call |
Master data
| WKN: |
JC043Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
1/21/2022 |
| Issue date: |
4/9/2020 |
| Last trading day: |
1/20/2022 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
- |
| Historic volatility: |
0.49 |
| Parity: |
1.50 |
| Time value: |
-0.10 |
| Break-even: |
40.44 |
| Moneyness: |
1.57 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
+12.20% |
| 3 Months |
|
|
+102.94% |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.49 |
| 1M High / 1M Low: |
1.68 |
1.20 |
| 6M High / 6M Low: |
1.68 |
0.64 |
| High (YTD): |
1/20/2021 |
1.68 |
| Low (YTD): |
1/5/2021 |
1.21 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.61% |
| Volatility 6M: |
|
106.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |