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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
2024-05-06  10:19:49 AM Chg.-0.020 Bid12:36:04 PM Ask12:36:04 PM Underlying Strike price Expiration date Option type
0.600EUR -3.23% 0.610
Bid Size: 5,000		 0.640
Ask Size: 5,000		 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: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.64
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.15
Implied volatility: 0.64
Historic volatility: 0.20
Parity: 0.15
Time value: 0.53
Break-even: 70.80
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.84
Spread abs.: 0.04
Spread %: 6.25%
Delta: 0.59
Theta: -0.07
Omega: 5.74
Rho: 0.04
 

Quote data

Open: 0.600
High: 0.600
Low: 0.600
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -33.33%
3 Months  
+25.00%
YTD  
+11.11%
1 Year  
+39.53%
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.620
1M High / 1M Low: 0.950 0.580
6M High / 6M Low: 0.980 0.310
High (YTD): 2024-03-28 0.980
Low (YTD): 2024-02-02 0.440
52W High: 2024-03-28 0.980
52W Low: 2023-05-31 0.200
Avg. price 1W:   0.707
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   0.648
Avg. volume 6M:   0.000
Avg. price 1Y:   0.558
Avg. volume 1Y:   0.000
Volatility 1M:   136.63%
Volatility 6M:   117.10%
Volatility 1Y:   135.19%
Volatility 3Y:   -