JP Morgan Call 51 MET 18.06.2021/  DE000JC2ZDT3  /

EUWAX
1/18/2021  8:54:58 AM Chg.-0.020 Bid9:50:57 PM Ask9:50:57 PM Underlying Strike price Expiration date Option type
0.340EUR -5.56% 0.350
Bid Size: 5,000
0.390
Ask Size: 5,000
MetLife Inc 51.00 USD 6/18/2021 Call

Master data

WKN: JC2ZDT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 51.00 USD
Maturity: 6/18/2021
Issue date: 6/29/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.11
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.01
Implied volatility: 0.64
Historic volatility: 0.49
Parity: 0.01
Time value: 0.34
Break-even: 45.77
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.36
Theta: 0.00
Omega: 4.40
Rho: 0.05
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.93%
1 Month  
+70.00%
3 Months  
+385.71%
YTD  
+88.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.160
6M High / 6M Low: 0.360 0.034
High (YTD): 1/15/2021 0.360
Low (YTD): 1/5/2021 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.92%
Volatility 6M:   331.38%
Volatility 1Y:   -
Volatility 3Y:   -