JP Morgan Call 45 MET 18.06.2021/  DE000JC2CXJ1  /

EUWAX
1/28/2021  8:46:04 AM Chg.-0.070 Bid3:42:00 PM Ask3:42:00 PM Underlying Strike price Expiration date Option type
0.490EUR -12.50% 0.520
Bid Size: 75,000
0.530
Ask Size: 75,000
MetLife Inc 45.00 USD 6/18/2021 Call

Master data

WKN: JC2CXJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 45.00 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: 8.12
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.67
Historic volatility: 0.49
Parity: 0.42
Time value: 0.09
Break-even: 42.28
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.48
Theta: 0.00
Omega: 3.89
Rho: 0.06
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.94%
1 Month  
+25.64%
3 Months  
+345.45%
YTD  
+32.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.560
1M High / 1M Low: 0.700 0.370
6M High / 6M Low: 0.700 0.100
High (YTD): 1/20/2021 0.700
Low (YTD): 1/5/2021 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.620
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.40%
Volatility 6M:   236.33%
Volatility 1Y:   -
Volatility 3Y:   -