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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
2024-05-20  10:20:59 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.980EUR - -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 64.00 - 2024-06-21 Call
 

Master data

WKN: JS8CDF
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.29
Implied volatility: 1.16
Historic volatility: 0.19
Parity: 0.29
Time value: 0.69
Break-even: 73.80
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 2.79
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.62
Theta: -0.15
Omega: 4.23
Rho: 0.02
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 0.910
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.67%
3 Months  
+58.06%
YTD  
+81.48%
1 Year  
+237.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.980
1M High / 1M Low: 0.980 0.600
6M High / 6M Low: 0.980 0.420
High (YTD): 2024-05-20 0.980
Low (YTD): 2024-02-02 0.440
52W High: 2024-05-20 0.980
52W Low: 2023-05-31 0.200
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.698
Avg. volume 6M:   0.000
Avg. price 1Y:   0.586
Avg. volume 1Y:   0.000
Volatility 1M:   142.17%
Volatility 6M:   115.54%
Volatility 1Y:   128.41%
Volatility 3Y:   -