JP Morgan Call 36 MET 19.03.2021/  DE000JC4CC10  /

EUWAX
1/28/2021  9:32:52 AM Chg.-0.12 Bid5:17:31 PM Ask- Underlying Strike price Expiration date Option type
1.02EUR -10.53% 1.16
Bid Size: 30,000
-
Ask Size: -
MetLife Inc 36.00 USD 3/19/2021 Call

Master data

WKN: JC4CC1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 3/19/2021
Issue date: 7/28/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.17
Implied volatility: -
Historic volatility: 0.49
Parity: 1.17
Time value: -0.03
Break-even: 41.14
Moneyness: 1.39
Premium: -0.01
Premium p.a.: -0.04
Spread abs.: 0.11
Spread %: 9.65%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.14%
1 Month  
+17.24%
3 Months  
+200.00%
YTD  
+21.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.31 1.14
1M High / 1M Low: 1.33 0.83
6M High / 6M Low: 1.33 0.30
High (YTD): 1/20/2021 1.33
Low (YTD): 1/5/2021 0.83
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.75%
Volatility 6M:   178.17%
Volatility 1Y:   -
Volatility 3Y:   -