JP Morgan Call 34 MET 21.01.2022/  DE000JC04410  /

EUWAX
1/15/2021  9:29:29 AM Chg.+0.07 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.46EUR +5.04% 1.45
Bid Size: 50,000
1.46
Ask Size: 50,000
MetLife Inc 34.00 USD 1/21/2022 Call

Master data

WKN: JC0441
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 34.00 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: 2.92
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.45
Implied volatility: 1.01
Historic volatility: 0.49
Parity: 1.45
Time value: 0.01
Break-even: 42.75
Moneyness: 1.52
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.64
Theta: 0.00
Omega: 1.87
Rho: 0.13
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.96%
1 Month  
+31.53%
3 Months  
+108.57%
YTD  
+36.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.46 1.29
1M High / 1M Low: 1.46 1.03
6M High / 6M Low: 1.46 0.54
High (YTD): 1/15/2021 1.46
Low (YTD): 1/5/2021 1.08
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.63%
Volatility 6M:   114.25%
Volatility 1Y:   -
Volatility 3Y:   -