JP Morgan Call 40 MET 18.06.2021/  DE000JC2CXF9  /

EUWAX
1/20/2021  8:50:27 AM Chg.+0.050 Bid11:30:49 AM Ask11:30:49 AM Underlying Strike price Expiration date Option type
1.040EUR +5.05% 1.050
Bid Size: 20,000
1.080
Ask Size: 20,000
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: 4.09
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 1.00
Implied volatility: 0.92
Historic volatility: 0.49
Parity: 1.00
Time value: 0.05
Break-even: 43.45
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.64
Theta: -0.01
Omega: 2.61
Rho: 0.07
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 0.990
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.56%
1 Month  
+57.58%
3 Months  
+235.48%
YTD  
+65.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.900
1M High / 1M Low: 0.990 0.580
6M High / 6M Low: 0.990 0.210
High (YTD): 1/19/2021 0.990
Low (YTD): 1/5/2021 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   0.472
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.74%
Volatility 6M:   185.84%
Volatility 1Y:   -
Volatility 3Y:   -