JP Morgan Call 43 MET 18.06.2021/  DE000JC2LVR9  /

EUWAX
1/19/2021  8:54:08 AM Chg.- Bid8:31:42 AM Ask8:31:42 AM Underlying Strike price Expiration date Option type
0.780EUR - 0.830
Bid Size: 20,000
0.850
Ask Size: 20,000
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: 5.11
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.84
Historic volatility: 0.49
Parity: 0.75
Time value: 0.09
Break-even: 43.82
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.58
Theta: 0.00
Omega: 2.95
Rho: 0.07
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month  
+59.18%
3 Months  
+271.43%
YTD  
+65.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.700
1M High / 1M Low: 0.780 0.430
6M High / 6M Low: 0.780 0.140
High (YTD): 1/19/2021 0.780
Low (YTD): 1/5/2021 0.460
52W High: - -
52W Low: - -
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.590
Avg. volume 1M:   0.000
Avg. price 6M:   0.346
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.35%
Volatility 6M:   221.84%
Volatility 1Y:   -
Volatility 3Y:   -