JP Morgan Call 38 MET 21.01.2022/  DE000JC04469  /

EUWAX
1/22/2021  9:13:38 AM Chg.-0.08 Bid9:56:49 PM Ask9:56:49 PM Underlying Strike price Expiration date Option type
1.14EUR -6.56% 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: 3.62
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 0.93
Historic volatility: 0.49
Parity: 1.07
Time value: 0.09
Break-even: 42.83
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.86%
Delta: 0.57
Theta: 0.00
Omega: 2.07
Rho: 0.12
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.20%
1 Month  
+42.50%
3 Months  
+100.00%
YTD  
+35.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.14
1M High / 1M Low: 1.25 0.80
6M High / 6M Low: 1.25 0.38
High (YTD): 1/20/2021 1.25
Low (YTD): 1/5/2021 0.84
52W High: - -
52W Low: - -
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.15%
Volatility 6M:   129.63%
Volatility 1Y:   -
Volatility 3Y:   -