JP Morgan Call 52 MET 21.06.2024
/ DE000JL1DW01
JP Morgan Call 52 MET 21.06.2024/ DE000JL1DW01 /
| 2024-04-23 11:21:02 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
52.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL1DW0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-27 |
| Last trading day: |
2024-04-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.22 |
| Parity: |
1.49 |
| Time value: |
0.39 |
| Break-even: |
70.80 |
| Moneyness: |
1.29 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.53% |
| Delta: |
0.80 |
| Theta: |
-0.07 |
| Omega: |
2.85 |
| Rho: |
0.05 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.74% |
| 3 Months |
|
|
+9.30% |
| YTD |
|
|
+36.23% |
| 1 Year |
|
|
+55.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.88 |
| 1M High / 1M Low: |
2.03 |
1.60 |
| 6M High / 6M Low: |
2.06 |
0.97 |
| High (YTD): |
2024-03-28 |
2.06 |
| Low (YTD): |
2024-02-01 |
1.31 |
| 52W High: |
2024-03-28 |
2.06 |
| 52W Low: |
2023-06-01 |
0.56 |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.30 |
| Avg. volume 1Y: |
|
9.64 |
| Volatility 1M: |
|
70.03% |
| Volatility 6M: |
|
70.11% |
| Volatility 1Y: |
|
86.20% |
| Volatility 3Y: |
|
- |
