JP Morgan Call 52 MET 19.03.2021/  DE000JJ1CNC2  /

EUWAX
1/19/2021  8:30:09 AM Chg.+0.010 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.220
Bid Size: 75,000
0.230
Ask Size: 75,000
MetLife Inc 52.00 USD 3/19/2021 Call

Master data

WKN: JJ1CNC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 3/19/2021
Issue date: 11/18/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.25
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.49
Parity: -0.07
Time value: 0.22
Break-even: 45.25
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.51
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.37
Theta: -0.01
Omega: 7.06
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.71%
1 Month  
+108.79%
3 Months     -
YTD  
+156.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.200 0.062
6M High / 6M Low: - -
High (YTD): 1/15/2021 0.200
Low (YTD): 1/5/2021 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -