JP Morgan Call 49 MET 18.06.2021/  DE000JC2LVP3  /

EUWAX
1/22/2021  8:57:13 AM Chg.-0.060 Bid9:50:28 PM Ask9:50:28 PM Underlying Strike price Expiration date Option type
0.400EUR -13.04% 0.410
Bid Size: 75,000
0.420
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: 9.99
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.17
Implied volatility: 0.67
Historic volatility: 0.49
Parity: 0.17
Time value: 0.25
Break-even: 44.47
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.41
Theta: 0.00
Omega: 4.11
Rho: 0.05
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+90.48%
3 Months  
+263.64%
YTD  
+73.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.480 0.230
6M High / 6M Low: 0.480 0.052
High (YTD): 1/20/2021 0.480
Low (YTD): 1/5/2021 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.179
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.66%
Volatility 6M:   304.35%
Volatility 1Y:   -
Volatility 3Y:   -