JP Morgan Call 43 MET 21.01.2022
/ DE000JC0DK13
JP Morgan Call 43 MET 21.01.2022/ DE000JC0DK13 /
| 1/18/2021 9:19:09 AM |
Chg.-0.020 |
Bid4:18:28 PM |
Ask4:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-2.25% |
0.890
Bid Size: 3,000 |
0.960
Ask Size: 3,000 |
MetLife Inc |
43.00 USD |
1/21/2022 |
Call |
Master data
| WKN: |
JC0DK1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 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: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.49 |
| Parity: |
0.67 |
| Time value: |
0.22 |
| Break-even: |
44.54 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
2.33 |
| Rho: |
0.12 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.47% |
| 1 Month |
|
|
+38.10% |
| 3 Months |
|
|
+163.64% |
| YTD |
|
|
+45.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.760 |
| 1M High / 1M Low: |
0.890 |
0.570 |
| 6M High / 6M Low: |
0.890 |
0.230 |
| High (YTD): |
1/15/2021 |
0.890 |
| Low (YTD): |
1/5/2021 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.690 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.02% |
| Volatility 6M: |
|
155.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |