JP Morgan Call 44 MET 21.01.2022/  DE000JC0DJZ8  /

EUWAX
1/22/2021  9:27:58 AM Chg.-0.070 Bid5:16:10 PM Ask5:16:10 PM Underlying Strike price Expiration date Option type
0.790EUR -8.14% 0.770
Bid Size: 75,000
0.780
Ask Size: 75,000
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: 5.18
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.82
Historic volatility: 0.49
Parity: 0.63
Time value: 0.19
Break-even: 44.37
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.47
Theta: 0.00
Omega: 2.43
Rho: 0.12
 

Quote data

Open: 0.790
High: 0.790
Low: 0.790
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.82%
1 Month  
+46.30%
3 Months  
+182.14%
YTD  
+41.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.820
1M High / 1M Low: 0.890 0.530
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:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.697
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.56%
Volatility 6M:   158.83%
Volatility 1Y:   -
Volatility 3Y:   -