JP Morgan Call 56 MET 18.06.2021/  DE000JJ1GT49  /

EUWAX
1/22/2021  8:46:44 AM Chg.-0.030 Bid4:19:22 PM Ask4:19:22 PM Underlying Strike price Expiration date Option type
0.170EUR -15.00% 0.160
Bid Size: 75,000
0.170
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: 22.35
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.49
Parity: -0.36
Time value: 0.19
Break-even: 47.93
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.25
Theta: 0.00
Omega: 5.56
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month  
+97.67%
3 Months     -
YTD  
+95.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.180
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:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -