JP Morgan Call 48 MET 19.03.2021/  DE000JC4CCB8  /

EUWAX
1/15/2021  9:23:37 AM Chg.+0.050 Bid9:57:20 PM Ask9:57:20 PM Underlying Strike price Expiration date Option type
0.380EUR +15.15% 0.370
Bid Size: 75,000
0.380
Ask Size: 75,000
MetLife Inc 48.00 USD 3/19/2021 Call

Master data

WKN: JC4CCB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 48.00 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: 11.24
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.30
Implied volatility: 0.61
Historic volatility: 0.49
Parity: 0.30
Time value: 0.08
Break-even: 43.54
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.51
Theta: -0.01
Omega: 5.75
Rho: 0.03
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.58%
1 Month  
+111.11%
3 Months  
+475.76%
YTD  
+137.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.270
1M High / 1M Low: 0.380 0.140
6M High / 6M Low: - -
High (YTD): 1/15/2021 0.380
Low (YTD): 1/5/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -