JP Morgan Call 38 MET 21.01.2022/  DE000JC04469  /

EUWAX
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:   -