JP Morgan Call 38 MET 21.01.2022/  DE000JC04469  /

EUWAX
1/18/2021  8:59:36 AM Chg.-0.02 Bid9:50:57 PM Ask9:50:57 PM Underlying Strike price Expiration date Option type
1.17EUR -1.68% 1.19
Bid Size: 3,000
1.26
Ask Size: 3,000
MetLife Inc 38.00 USD 1/21/2022 Call

Master data

WKN: JC0446
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 1/21/2022
Issue date: 4/9/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.56
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 0.94
Historic volatility: 0.49
Parity: 1.09
Time value: 0.10
Break-even: 43.39
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.84%
Delta: 0.58
Theta: 0.00
Omega: 2.05
Rho: 0.13
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month  
+34.48%
3 Months  
+129.41%
YTD  
+39.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.19 1.04
1M High / 1M Low: 1.19 0.80
6M High / 6M Low: 1.19 0.38
High (YTD): 1/15/2021 1.19
Low (YTD): 1/5/2021 0.84
52W High: - -
52W Low: - -
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   0.66
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.97%
Volatility 6M:   130.89%
Volatility 1Y:   -
Volatility 3Y:   -