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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
2024-04-30  10:21:09 AM Chg.+0.050 Bid12:50:57 PM Ask12:50:57 PM Underlying Strike price Expiration date Option type
0.750EUR +7.14% 0.750
Bid Size: 5,000		 0.780
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: 8.36
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.29
Implied volatility: 0.64
Historic volatility: 0.22
Parity: 0.29
Time value: 0.51
Break-even: 72.00
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.67
Spread abs.: 0.04
Spread %: 5.26%
Delta: 0.63
Theta: -0.06
Omega: 5.26
Rho: 0.05
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -23.47%
3 Months
  -5.06%
YTD  
+38.89%
1 Year  
+20.97%
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.700
1M High / 1M Low: 0.960 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:   0.784
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.557
Avg. volume 1Y:   0.000
Volatility 1M:   121.81%
Volatility 6M:   116.29%
Volatility 1Y:   136.41%
Volatility 3Y:   -