JP Morgan Call 43 MET 21.01.2022/  DE000JC0DK13  /

EUWAX
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:   -