JP Morgan Call 44 MET 18.06.2021/  DE000JC2CXH5  /

EUWAX
4/9/2021  8:48:39 AM Chg.-0.02 Bid9:59:33 PM Ask- Underlying Strike price Expiration date Option type
1.46EUR -1.35% 1.51
Bid Size: 25,000
-
Ask Size: -
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: 3.53
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.45
Implied volatility: 1.05
Historic volatility: 0.33
Parity: 1.45
Time value: 0.01
Break-even: 51.57
Moneyness: 1.39
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: -0.05
Spread %: -3.42%
Delta: 0.77
Theta: -0.01
Omega: 2.70
Rho: 0.05
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.15%
3 Months  
+135.48%
YTD  
+247.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.50 1.46
1M High / 1M Low: 1.51 1.25
6M High / 6M Low: 1.51 0.13
High (YTD): 3/19/2021 1.51
Low (YTD): 1/5/2021 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.56%
Volatility 6M:   186.18%
Volatility 1Y:   -
Volatility 3Y:   -