JP Morgan Call 52 MET 19.03.2021/  DE000JJ1CNC2  /

EUWAX
1/20/2021  9:34:39 AM Chg.+0.020 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
0.210EUR +10.53% 0.190
Bid Size: 75,000
0.200
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: 18.67
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.01
Implied volatility: 0.56
Historic volatility: 0.49
Parity: 0.01
Time value: 0.22
Break-even: 45.14
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.39
Theta: -0.01
Omega: 7.24
Rho: 0.02
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.25%
1 Month  
+130.77%
3 Months     -
YTD  
+183.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.160
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:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -