JP Morgan Call 43 MET 18.06.2021/  DE000JC2LVR9  /

EUWAX
1/15/2021  9:25:41 AM Chg.+0.070 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.780EUR +9.86% 0.770
Bid Size: 75,000
0.780
Ask Size: 75,000
MetLife Inc 43.00 USD 6/18/2021 Call

Master data

WKN: JC2LVR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 43.00 USD
Maturity: 6/18/2021
Issue date: 6/18/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: 0.80
Historic volatility: 0.49
Parity: 0.71
Time value: 0.07
Break-even: 43.40
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.56
Theta: 0.00
Omega: 3.07
Rho: 0.07
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.42%
1 Month  
+65.96%
3 Months  
+254.55%
YTD  
+65.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.640
1M High / 1M Low: 0.780 0.430
6M High / 6M Low: 0.780 0.140
High (YTD): 1/15/2021 0.780
Low (YTD): 1/5/2021 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.700
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.02%
Volatility 6M:   224.00%
Volatility 1Y:   -
Volatility 3Y:   -