JP Morgan Call 50 MET 18.06.2021/  DE000JC2LVS7  /

EUWAX
1/19/2021  8:54:08 AM Chg.+0.010 Bid9:59:10 AM Ask9:59:10 AM Underlying Strike price Expiration date Option type
0.390EUR +2.63% 0.390
Bid Size: 25,000
0.410
Ask Size: 25,000
MetLife Inc 50.00 USD 6/18/2021 Call

Master data

WKN: JC2LVS
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 50.00 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: 9.85
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.09
Implied volatility: 0.69
Historic volatility: 0.49
Parity: 0.09
Time value: 0.34
Break-even: 45.70
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 9.30%
Delta: 0.40
Theta: 0.00
Omega: 3.98
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.88%
1 Month  
+77.27%
3 Months  
+358.82%
YTD  
+95.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: 0.400 0.043
High (YTD): 1/15/2021 0.400
Low (YTD): 1/5/2021 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.360
Avg. volume 1W:   0.000
Avg. price 1M:   0.272
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.27%
Volatility 6M:   325.88%
Volatility 1Y:   -
Volatility 3Y:   -