JP Morgan Call 48 MET 19.03.2021/  DE000JC4CCB8  /

EUWAX
1/22/2021  8:13:27 AM Chg.-0.070 Bid9:50:28 PM Ask9:50:28 PM Underlying Strike price Expiration date Option type
0.330EUR -17.50% 0.340
Bid Size: 75,000
0.350
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: 11.79
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.30
Implied volatility: 0.58
Historic volatility: 0.49
Parity: 0.30
Time value: 0.06
Break-even: 43.06
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.52
Theta: -0.01
Omega: 6.17
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.16%
1 Month  
+135.71%
3 Months  
+302.44%
YTD  
+106.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.420 0.140
6M High / 6M Low: - -
High (YTD): 1/20/2021 0.420
Low (YTD): 1/5/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -