JP Morgan Call 50 MET 18.06.2021/  DE000JC2LVS7  /

EUWAX
1/15/2021  9:25:41 AM Chg.+0.050 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.400EUR +14.29% 0.390
Bid Size: 75,000
0.400
Ask Size: 75,000
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: 10.67
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.13
Implied volatility: 0.65
Historic volatility: 0.49
Parity: 0.13
Time value: 0.27
Break-even: 45.40
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.39
Theta: 0.00
Omega: 4.18
Rho: 0.05
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.21%
1 Month  
+81.82%
3 Months  
+393.83%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.300
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:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.06%
Volatility 6M:   326.20%
Volatility 1Y:   -
Volatility 3Y:   -