JP Morgan Call 32 MET 21.01.2022/  DE000JC043Z5  /

EUWAX
1/22/2021  9:13:36 AM Chg.-0.09 Bid9:52:34 PM Ask3:32:03 PM Underlying Strike price Expiration date Option type
1.55EUR -5.49% 1.57
Bid Size: 50,000
1.59
Ask Size: 20,000
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: 2.64
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 1.07
Historic volatility: 0.49
Parity: 1.57
Time value: 0.02
Break-even: 42.20
Moneyness: 1.60
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 1.26%
Delta: 0.67
Theta: 0.00
Omega: 1.78
Rho: 0.12
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.73%
1 Month  
+33.62%
3 Months  
+76.14%
YTD  
+29.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.68 1.55
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:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.52%
Volatility 6M:   106.93%
Volatility 1Y:   -
Volatility 3Y:   -