JP Morgan Call 50 MET 18.06.2021/  DE000JC2LVS7  /

EUWAX
3/5/2021  9:01:06 AM Chg.-0.060 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.830EUR -6.74% 0.910
Bid Size: 50,000
0.920
Ask Size: 50,000
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: 5.79
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.72
Implied volatility: 0.82
Historic volatility: 0.49
Parity: 0.72
Time value: 0.13
Break-even: 50.46
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.59
Theta: -0.01
Omega: 3.39
Rho: 0.06
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.75%
1 Month  
+102.44%
3 Months  
+176.67%
YTD  
+315.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.790
1M High / 1M Low: 0.890 0.470
6M High / 6M Low: 0.890 0.043
High (YTD): 3/4/2021 0.890
Low (YTD): 1/5/2021 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.698
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.52%
Volatility 6M:   308.10%
Volatility 1Y:   -
Volatility 3Y:   -