JP Morgan Call 38 MET 18.06.2021/  DE000JC2CXM5  /

EUWAX
1/15/2021  9:25:16 AM Chg.+0.07 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
1.13EUR +6.60% 1.12
Bid Size: 50,000
1.13
Ask Size: 50,000
MetLife Inc 38.00 USD 6/18/2021 Call

Master data

WKN: JC2CXM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 6/18/2021
Issue date: 6/12/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.12
Implied volatility: 0.93
Historic volatility: 0.49
Parity: 1.12
Time value: 0.01
Break-even: 42.76
Moneyness: 1.36
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.66
Theta: 0.00
Omega: 2.50
Rho: 0.07
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.00%
1 Month  
+50.67%
3 Months  
+182.50%
YTD  
+50.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.13 0.96
1M High / 1M Low: 1.13 0.70
6M High / 6M Low: 1.13 0.28
High (YTD): 1/15/2021 1.13
Low (YTD): 1/5/2021 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   1.04
Avg. volume 1W:   0.00
Avg. price 1M:   0.86
Avg. volume 1M:   0.00
Avg. price 6M:   0.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.96%
Volatility 6M:   167.76%
Volatility 1Y:   -
Volatility 3Y:   -