JP Morgan Call 42 MET 21.01.2022/  DE000JC0DJY1  /

EUWAX
1/27/2021  12:39:48 PM Chg.-0.040 Bid9:56:49 PM Ask9:56:49 PM Underlying Strike price Expiration date Option type
0.850EUR -4.49% 0.780
Bid Size: 75,000
0.790
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: 4.78
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: 0.84
Historic volatility: 0.49
Parity: 0.71
Time value: 0.16
Break-even: 43.23
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.49
Theta: 0.00
Omega: 2.36
Rho: 0.12
 

Quote data

Open: 0.860
High: 0.870
Low: 0.850
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.37%
1 Month  
+28.79%
3 Months  
+226.92%
YTD  
+32.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.850
1M High / 1M Low: 1.000 0.640
6M High / 6M Low: 1.000 0.250
High (YTD): 1/20/2021 1.000
Low (YTD): 1/5/2021 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   0.830
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.40%
Volatility 6M:   149.87%
Volatility 1Y:   -
Volatility 3Y:   -