JP Morgan Call 38 MET 18.06.2021/  DE000JC2CXM5  /

EUWAX
1/27/2021  12:38:37 PM Chg.-0.07 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
1.01EUR -6.48% 0.92
Bid Size: 75,000
0.93
Ask Size: 75,000
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: 4.00
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 0.90
Historic volatility: 0.49
Parity: 1.04
Time value: 0.00
Break-even: 41.64
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.66
Theta: 0.00
Omega: 2.63
Rho: 0.07
 

Quote data

Open: 1.03
High: 1.03
Low: 1.01
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.93%
1 Month  
+31.17%
3 Months  
+236.67%
YTD  
+34.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.16 1.01
1M High / 1M Low: 1.18 0.74
6M High / 6M Low: 1.18 0.28
High (YTD): 1/20/2021 1.18
Low (YTD): 1/5/2021 0.74
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.03%
Volatility 6M:   165.91%
Volatility 1Y:   -
Volatility 3Y:   -