JP Morgan Call 44 MET 21.01.2022/  DE000JC0DJZ8  /

EUWAX
1/27/2021  12:39:47 PM Chg.-0.040 Bid2:24:00 PM Ask2:24:00 PM Underlying Strike price Expiration date Option type
0.750EUR -5.06% 0.730
Bid Size: 25,000
0.770
Ask Size: 25,000
MetLife Inc 44.00 USD 1/21/2022 Call

Master data

WKN: JC0DJZ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 44.00 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: 5.40
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.81
Historic volatility: 0.49
Parity: 0.54
Time value: 0.23
Break-even: 43.87
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.46
Theta: 0.00
Omega: 2.48
Rho: 0.11
 

Quote data

Open: 0.750
High: 0.760
Low: 0.750
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.73%
1 Month  
+41.51%
3 Months  
+158.62%
YTD  
+33.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.790
1M High / 1M Low: 0.890 0.550
6M High / 6M Low: 0.890 0.200
High (YTD): 1/20/2021 0.890
Low (YTD): 1/5/2021 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   0.728
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.63%
Volatility 6M:   159.23%
Volatility 1Y:   -
Volatility 3Y:   -