JP Morgan Call 38 MET 21.01.2022
/ DE000JC04469
JP Morgan Call 38 MET 21.01.2022/ DE000JC04469 /
| 1/15/2021 9:29:29 AM |
Chg.+0.07 |
Bid4:11:10 PM |
Ask4:11:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+6.25% |
1.15
Bid Size: 75,000 |
1.16
Ask Size: 75,000 |
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: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.49 |
| Parity: |
1.01 |
| Time value: |
0.20 |
| Break-even: |
43.37 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
1.98 |
| Rho: |
0.12 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.19% |
| 1 Month |
|
|
+38.37% |
| 3 Months |
|
|
+138.00% |
| YTD |
|
|
+41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.04 |
| 1M High / 1M Low: |
1.12 |
0.80 |
| 6M High / 6M Low: |
1.12 |
0.38 |
| High (YTD): |
1/14/2021 |
1.12 |
| Low (YTD): |
1/5/2021 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.62% |
| Volatility 6M: |
|
130.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |