JP Morgan Call 66 MET 20.09.2024
/ DE000JB9Y968
JP Morgan Call 66 MET 20.09.2024/ DE000JB9Y968 /
| 2024-05-02 9:51:50 AM |
Chg.- |
Bid9:19:48 AM |
Ask9:19:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
- |
0.650
Bid Size: 7,500 |
0.680
Ask Size: 7,500 |
MetLife Inc |
66.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9Y96 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.40 |
| Time value: |
0.26 |
| Break-even: |
68.11 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.76% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
7.20 |
| Rho: |
0.16 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
-14.61% |
| 3 Months |
|
|
+52.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.670 |
| 1M High / 1M Low: |
0.930 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
