JP Morgan Call 48 MET 18.06.2021/  DE000JC2CXN3  /

EUWAX
1/22/2021  8:49:22 AM Chg.-0.050 Bid9:38:50 PM Ask9:38:50 PM Underlying Strike price Expiration date Option type
0.460EUR -9.80% 0.460
Bid Size: 75,000
0.470
Ask Size: 75,000
MetLife Inc 48.00 USD 6/18/2021 Call

Master data

WKN: JC2CXN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 48.00 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: 8.93
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.25
Implied volatility: 0.69
Historic volatility: 0.49
Parity: 0.25
Time value: 0.22
Break-even: 44.15
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.44
Theta: 0.00
Omega: 3.91
Rho: 0.05
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month  
+91.67%
3 Months  
+253.85%
YTD  
+76.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.460
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: 0.530 0.059
High (YTD): 1/20/2021 0.530
Low (YTD): 1/5/2021 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.22%
Volatility 6M:   279.80%
Volatility 1Y:   -
Volatility 3Y:   -