JP Morgan Call 43 MET 21.01.2022/  DE000JC0DK13  /

EUWAX
1/26/2021  3:50:31 PM Chg.-0.020 Bid9:52:28 PM Ask9:52:28 PM Underlying Strike price Expiration date Option type
0.840EUR -2.33% 0.810
Bid Size: 75,000
0.820
Ask Size: 75,000
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: 4.93
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 0.84
Historic volatility: 0.49
Parity: 0.65
Time value: 0.20
Break-even: 43.91
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.48
Theta: 0.00
Omega: 2.38
Rho: 0.12
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+47.37%
3 Months  
+127.03%
YTD  
+40.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.850
1M High / 1M Low: 0.940 0.590
6M High / 6M Low: 0.940 0.230
High (YTD): 1/20/2021 0.940
Low (YTD): 1/5/2021 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.79%
Volatility 6M:   155.08%
Volatility 1Y:   -
Volatility 3Y:   -