JP Morgan Call 52 MET 18.06.2021/  DE000JC40RC8  /

EUWAX
1/21/2021  9:36:21 AM Chg.-0.010 Bid2:54:44 PM Ask2:54:44 PM Underlying Strike price Expiration date Option type
0.330EUR -2.94% 0.320
Bid Size: 25,000
0.340
Ask Size: 25,000
MetLife Inc 52.00 USD 6/18/2021 Call

Master data

WKN: JC40RC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 6/18/2021
Issue date: 7/21/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.92
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.49
Parity: -0.03
Time value: 0.33
Break-even: 46.22
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.35
Theta: 0.00
Omega: 4.54
Rho: 0.05
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+120.00%
3 Months  
+511.11%
YTD  
+120.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 0.340 0.029
High (YTD): 1/20/2021 0.340
Low (YTD): 1/5/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.222
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   240.76%
Volatility 6M:   355.83%
Volatility 1Y:   -
Volatility 3Y:   -