JP Morgan Call 35 MET 18.06.2021/  DE000JC2ZDU1  /

EUWAX
1/19/2021  8:58:35 AM Chg.+0.03 Bid9:12:22 AM Ask- Underlying Strike price Expiration date Option type
1.37EUR +2.24% 1.37
Bid Size: 15,000
-
Ask Size: -
MetLife Inc 35.00 USD 6/18/2021 Call

Master data

WKN: JC2ZDU
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 6/18/2021
Issue date: 6/29/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 1.34
Implied volatility: 1.03
Historic volatility: 0.49
Parity: 1.34
Time value: 0.00
Break-even: 42.38
Moneyness: 1.46
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: -0.02
Spread %: -1.49%
Delta: 0.71
Theta: -0.01
Omega: 2.25
Rho: 0.07
 

Quote data

Open: 1.37
High: 1.37
Low: 1.37
Previous Close: 1.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.22%
1 Month  
+39.80%
3 Months  
+140.35%
YTD  
+44.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.36 1.21
1M High / 1M Low: 1.36 0.90
6M High / 6M Low: 1.36 0.40
High (YTD): 1/15/2021 1.36
Low (YTD): 1/5/2021 0.95
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   0.73
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.12%
Volatility 6M:   143.39%
Volatility 1Y:   -
Volatility 3Y:   -