JP Morgan Call 42 MET 18.06.2021/  DE000JC2CXK9  /

EUWAX
1/18/2021  8:42:19 AM Chg.-0.010 Bid1/18/2021 Ask1/18/2021 Underlying Strike price Expiration date Option type
0.830EUR -1.19% 0.830
Bid Size: 3,000
0.870
Ask Size: 3,000
MetLife Inc 42.00 USD 6/18/2021 Call

Master data

WKN: JC2CXK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 42.00 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: 5.08
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 0.82
Historic volatility: 0.49
Parity: 0.79
Time value: 0.05
Break-even: 43.17
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.58
Theta: 0.00
Omega: 2.96
Rho: 0.07
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.57%
1 Month  
+50.91%
3 Months  
+232.00%
YTD  
+59.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.700
1M High / 1M Low: 0.840 0.480
6M High / 6M Low: 0.840 0.160
High (YTD): 1/15/2021 0.840
Low (YTD): 1/5/2021 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.03%
Volatility 6M:   209.17%
Volatility 1Y:   -
Volatility 3Y:   -