JP Morgan Call 49 MET 18.06.2021/  DE000JC2LVP3  /

EUWAX
1/20/2021  8:56:07 AM Chg.+0.040 Bid9:58:11 PM Ask9:58:11 PM Underlying Strike price Expiration date Option type
0.480EUR +9.09% 0.450
Bid Size: 75,000
0.460
Ask Size: 75,000
MetLife Inc 49.00 USD 6/18/2021 Call

Master data

WKN: JC2LVP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 49.00 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: 8.76
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.26
Implied volatility: 0.70
Historic volatility: 0.49
Parity: 0.26
Time value: 0.23
Break-even: 45.26
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.44
Theta: 0.00
Omega: 3.84
Rho: 0.06
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+92.00%
3 Months  
+439.33%
YTD  
+108.70%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.390
1M High / 1M Low: 0.440 0.210
6M High / 6M Low: 0.440 0.052
High (YTD): 1/19/2021 0.440
Low (YTD): 1/5/2021 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.05%
Volatility 6M:   302.55%
Volatility 1Y:   -
Volatility 3Y:   -