JP Morgan Call 45 MET 18.06.2021
/ DE000JC2CXJ1
JP Morgan Call 45 MET 18.06.2021/ DE000JC2CXJ1 /
| 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: |
|
- |