JP Morgan Call 40 MET 21.01.2022/  DE000JC04493  /

EUWAX
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:   -