JP Morgan Call 50 MET 18.06.2021/  DE000JC2LVS7  /

EUWAX
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:   -