JP Morgan Call 60 MET 18.06.2021/  DE000JJ14349  /

EUWAX
1/26/2021  3:46:57 PM Chg.-0.002 Bid4:13:54 PM Ask4:13:54 PM Underlying Strike price Expiration date Option type
0.098EUR -2.00% 0.095
Bid Size: 75,000
0.110
Ask Size: 75,000
MetLife Inc 60.00 USD 6/18/2021 Call

Master data

WKN: JJ1434
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 6/18/2021
Issue date: 11/27/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.08
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.49
Parity: -0.75
Time value: 0.11
Break-even: 50.51
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.17
Theta: 0.00
Omega: 6.41
Rho: 0.02
 

Quote data

Open: 0.098
High: 0.098
Low: 0.098
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.91%
1 Month  
+122.73%
3 Months     -
YTD  
+104.17%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.098
1M High / 1M Low: 0.120 0.046
6M High / 6M Low: - -
High (YTD): 1/20/2021 0.120
Low (YTD): 1/5/2021 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   292.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -