JP Morgan Call 44 MET 18.06.2021/  DE000JC2CXH5  /

EUWAX
1/25/2021  9:24:11 AM Chg.- Bid1:51:55 PM Ask1:51:55 PM Underlying Strike price Expiration date Option type
0.690EUR - 0.670
Bid Size: 25,000
0.690
Ask Size: 25,000
MetLife Inc 44.00 USD 6/18/2021 Call

Master data

WKN: JC2CXH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 6/18/2021
Issue date: 6/12/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.77
Historic volatility: 0.49
Parity: 0.56
Time value: 0.12
Break-even: 43.04
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.54
Theta: 0.00
Omega: 3.30
Rho: 0.06
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+76.92%
3 Months  
+213.64%
YTD  
+64.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.680
1M High / 1M Low: 0.760 0.410
6M High / 6M Low: 0.760 0.120
High (YTD): 1/20/2021 0.760
Low (YTD): 1/5/2021 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.718
Avg. volume 1W:   0.000
Avg. price 1M:   0.598
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.24%
Volatility 6M:   222.62%
Volatility 1Y:   -
Volatility 3Y:   -