JP Morgan Call 40 MET 18.06.2021/  DE000JC2CXF9  /

EUWAX
1/18/2021  8:42:19 AM Chg.-0.010 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.970EUR -1.02% 0.990
Bid Size: 3,000
1.040
Ask Size: 3,000
MetLife Inc 40.00 USD 6/18/2021 Call

Master data

WKN: JC2CXF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 4.32
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.92
Implied volatility: 0.89
Historic volatility: 0.49
Parity: 0.92
Time value: 0.06
Break-even: 42.95
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.62
Theta: -0.01
Omega: 2.69
Rho: 0.07
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.79%
1 Month  
+46.97%
3 Months  
+203.13%
YTD  
+53.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.860
1M High / 1M Low: 0.980 0.580
6M High / 6M Low: 0.980 0.210
High (YTD): 1/15/2021 0.980
Low (YTD): 1/5/2021 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.756
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.70%
Volatility 6M:   186.56%
Volatility 1Y:   -
Volatility 3Y:   -