JP Morgan Call 46 MET 18.06.2021/  DE000JC2CXL7  /

EUWAX
1/15/2021  9:25:16 AM Chg.+0.060 Bid4:26:05 PM Ask4:26:05 PM Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.550
Bid Size: 75,000
0.560
Ask Size: 75,000
MetLife Inc 46.00 USD 6/18/2021 Call

Master data

WKN: JC2CXL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 46.00 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: 6.68
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.36
Implied volatility: 0.80
Historic volatility: 0.49
Parity: 0.36
Time value: 0.26
Break-even: 44.06
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.61%
Delta: 0.49
Theta: -0.01
Omega: 3.27
Rho: 0.06
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month  
+71.43%
3 Months  
+328.57%
YTD  
+81.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.470
1M High / 1M Low: 0.540 0.310
6M High / 6M Low: 0.540 0.084
High (YTD): 1/14/2021 0.540
Low (YTD): 1/5/2021 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.396
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.52%
Volatility 6M:   251.36%
Volatility 1Y:   -
Volatility 3Y:   -