JP Morgan Call 56 MET 18.06.2021/  DE000JJ1GT49  /

EUWAX
1/20/2021  8:47:26 AM Chg.+0.020 Bid9:57:31 PM Ask9:57:31 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 56.00 USD 6/18/2021 Call

Master data

WKN: JJ1GT4
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.52
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.49
Parity: -0.32
Time value: 0.22
Break-even: 48.33
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 4.55%
Delta: 0.27
Theta: 0.00
Omega: 5.22
Rho: 0.04
 

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  
+144.19%
3 Months     -
YTD  
+141.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.210 0.080
6M High / 6M Low: - -
High (YTD): 1/20/2021 0.210
Low (YTD): 1/5/2021 0.085
52W High: - -
52W Low: - -
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -