JP Morgan Call 45 MET 18.06.2021/  DE000JC2CXJ1  /

EUWAX
1/21/2021  8:49:50 AM Chg.-0.020 Bid12:14:13 PM Ask12:14:13 PM Underlying Strike price Expiration date Option type
0.680EUR -2.86% 0.680
Bid Size: 25,000
0.700
Ask Size: 25,000
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: 6.27
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.77
Historic volatility: 0.49
Parity: 0.55
Time value: 0.13
Break-even: 43.95
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.53
Theta: 0.00
Omega: 3.29
Rho: 0.06
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+88.89%
3 Months  
+325.00%
YTD  
+83.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.600
1M High / 1M Low: 0.700 0.340
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:   0.650
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.86%
Volatility 6M:   236.38%
Volatility 1Y:   -
Volatility 3Y:   -