JP Morgan Call 40 MET 21.01.2022
/ DE000JC04493
JP Morgan Call 40 MET 21.01.2022/ DE000JC04493 /
| 1/22/2021 9:13:38 AM |
Chg.-0.07 |
Bid9:38:50 PM |
Ask9:38:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-6.42% |
1.03
Bid Size: 75,000 |
1.04
Ask Size: 75,000 |
MetLife Inc |
40.00 USD |
1/21/2022 |
Call |
Master data
| WKN: |
JC0449 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.49 |
| Parity: |
0.91 |
| Time value: |
0.13 |
| Break-even: |
43.27 |
| Moneyness: |
1.28 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
2.17 |
| Rho: |
0.12 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+45.71% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+37.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.02 |
| 1M High / 1M Low: |
1.12 |
0.73 |
| 6M High / 6M Low: |
1.12 |
0.32 |
| High (YTD): |
1/20/2021 |
1.12 |
| Low (YTD): |
1/5/2021 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.43% |
| Volatility 6M: |
|
139.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |