JP Morgan Call 66 MET 20.09.2024
/ DE000JB9Y968
JP Morgan Call 66 MET 20.09.2024/ DE000JB9Y968 /
| 2024-06-07 10:17:49 AM |
Chg.-0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-3.39% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.23 |
| Break-even: |
67.10 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
7.80 |
| Rho: |
0.12 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.93% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
-28.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.570 |
| 1M High / 1M Low: |
0.910 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.737 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
