JP Morgan Call 35 MET 18.06.2021/  DE000JC2ZDU1  /

EUWAX
1/22/2021  9:03:37 AM Chg.-0.09 Bid5:03:23 PM Ask- Underlying Strike price Expiration date Option type
1.30EUR -6.47% 1.29
Bid Size: 50,000
-
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: 3.05
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.37
Implied volatility: 1.07
Historic volatility: 0.49
Parity: 1.37
Time value: 0.02
Break-even: 42.67
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.06
Spread %: 4.32%
Delta: 0.72
Theta: -0.01
Omega: 2.20
Rho: 0.07
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+42.86%
3 Months  
+150.00%
YTD  
+36.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.42 1.34
1M High / 1M Low: 1.42 0.90
6M High / 6M Low: 1.42 0.40
High (YTD): 1/20/2021 1.42
Low (YTD): 1/5/2021 0.95
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   0.75
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.89%
Volatility 6M:   142.52%
Volatility 1Y:   -
Volatility 3Y:   -