JP Morgan Call 51 MET 18.06.2021/  DE000JC2ZDT3  /

EUWAX
1/22/2021  9:03:37 AM Chg.-0.050 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.320
Bid Size: 75,000
0.330
Ask Size: 75,000
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: 12.49
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.05
Implied volatility: 0.62
Historic volatility: 0.49
Parity: 0.05
Time value: 0.29
Break-even: 45.32
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.36
Theta: 0.00
Omega: 4.56
Rho: 0.05
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+88.24%
3 Months  
+461.40%
YTD  
+77.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.390 0.160
6M High / 6M Low: 0.390 0.034
High (YTD): 1/20/2021 0.390
Low (YTD): 1/5/2021 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.13%
Volatility 6M:   329.27%
Volatility 1Y:   -
Volatility 3Y:   -