JP Morgan Call 50 MET 18.06.2021
/ DE000JC2LVS7
JP Morgan Call 50 MET 18.06.2021/ DE000JC2LVS7 /
| 1/27/2021 12:38:42 PM |
Chg.-0.040 |
Bid9:05:18 PM |
Ask9:05:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.290
Bid Size: 75,000 |
0.300
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: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.49 |
| Parity: |
0.05 |
| Time value: |
0.29 |
| Break-even: |
44.51 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
4.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.58% |
| 1 Month |
|
|
+77.78% |
| 3 Months |
|
|
+305.06% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.430 |
0.200 |
| 6M High / 6M Low: |
0.430 |
0.043 |
| High (YTD): |
1/20/2021 |
0.430 |
| Low (YTD): |
1/5/2021 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.51% |
| Volatility 6M: |
|
324.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |