JP Morgan Call 42 MET 21.01.2022/  DE000JC0DJY1  /

EUWAX
1/19/2021  9:25:42 AM Chg.+0.020 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.950EUR +2.15% 1.000
Bid Size: 75,000
1.010
Ask Size: 75,000
MetLife Inc 42.00 USD 1/21/2022 Call

Master data

WKN: JC0DJY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 1/21/2022
Issue date: 4/20/2020
Last trading day: 1/20/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.15
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.76
Implied volatility: 0.91
Historic volatility: 0.49
Parity: 0.76
Time value: 0.26
Break-even: 44.97
Moneyness: 1.22
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 6.86%
Delta: 0.52
Theta: 0.00
Omega: 2.17
Rho: 0.12
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.10%
1 Month  
+41.79%
3 Months  
+156.76%
YTD  
+48.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.840
1M High / 1M Low: 0.940 0.610
6M High / 6M Low: 0.940 0.250
High (YTD): 1/15/2021 0.940
Low (YTD): 1/5/2021 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.494
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.78%
Volatility 6M:   151.17%
Volatility 1Y:   -
Volatility 3Y:   -