JP Morgan Call 36 MET 19.03.2021/  DE000JC4CC10  /

EUWAX
1/21/2021  9:36:14 AM Chg.-0.02 Bid9:59:35 PM Ask- Underlying Strike price Expiration date Option type
1.31EUR -1.50% 1.24
Bid Size: 25,000
-
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: 3.21
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 1.29
Implied volatility: 1.21
Historic volatility: 0.49
Parity: 1.29
Time value: 0.04
Break-even: 43.02
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.26%
Delta: 0.79
Theta: -0.02
Omega: 2.54
Rho: 0.03
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.15%
1 Month  
+63.75%
3 Months  
+204.65%
YTD  
+55.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 1.26
1M High / 1M Low: 1.33 0.79
6M High / 6M Low: - -
High (YTD): 1/20/2021 1.33
Low (YTD): 1/5/2021 0.83
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -