JP Morgan Call 47 MET 18.06.2021/  DE000JC2LVQ1  /

EUWAX
1/25/2021  8:53:04 AM Chg.- Bid10:38:43 AM Ask10:38:43 AM Underlying Strike price Expiration date Option type
0.510EUR - 0.500
Bid Size: 25,000
0.520
Ask Size: 25,000
MetLife Inc 47.00 USD 6/18/2021 Call

Master data

WKN: JC2LVQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 47.00 USD
Maturity: 6/18/2021
Issue date: 6/18/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.21
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.70
Historic volatility: 0.49
Parity: 0.32
Time value: 0.19
Break-even: 43.81
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.46
Theta: 0.00
Omega: 3.79
Rho: 0.06
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+88.89%
3 Months  
+240.00%
YTD  
+70.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.580 0.500
1M High / 1M Low: 0.580 0.290
6M High / 6M Low: 0.580 0.074
High (YTD): 1/20/2021 0.580
Low (YTD): 1/5/2021 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.443
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.73%
Volatility 6M:   265.12%
Volatility 1Y:   -
Volatility 3Y:   -