JP Morgan Call 46 MET 19.03.2021/  DE000JC4CC69  /

EUWAX
1/26/2021  3:53:09 PM Chg.-0.030 Bid9:52:57 PM Ask9:52:57 PM Underlying Strike price Expiration date Option type
0.440EUR -6.38% 0.410
Bid Size: 75,000
0.420
Ask Size: 75,000
MetLife Inc 46.00 USD 3/19/2021 Call

Master data

WKN: JC4CC6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 3/19/2021
Issue date: 7/28/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.11
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.67
Historic volatility: 0.49
Parity: 0.40
Time value: 0.06
Break-even: 42.48
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.58
Theta: -0.01
Omega: 5.31
Rho: 0.03
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+120.00%
3 Months  
+358.33%
YTD  
+91.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.440
1M High / 1M Low: 0.550 0.220
6M High / 6M Low: - -
High (YTD): 1/20/2021 0.550
Low (YTD): 1/5/2021 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -