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JP Morgan Call 68 MET 21.06.2024/  DE000JS8FPV4  /

EUWAX
2024-06-07  10:51:11 AM Chg.-0.030 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.240EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 68.00 - 2024-06-21 Call
 

Master data

WKN: JS8FPV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 2024-06-21
Issue date: 2023-03-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.18
Parity: -0.31
Time value: 0.27
Break-even: 70.70
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 10.29
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.41
Theta: -0.15
Omega: 9.87
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -41.46%
3 Months
  -55.56%
YTD
  -29.41%
1 Year  
+20.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.240
1M High / 1M Low: 0.620 0.240
6M High / 6M Low: 0.670 0.240
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-06-07 0.240
52W High: 2024-03-28 0.670
52W Low: 2023-06-23 0.180
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.432
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   0.000
Avg. price 1Y:   0.394
Avg. volume 1Y:   0.000
Volatility 1M:   251.40%
Volatility 6M:   177.29%
Volatility 1Y:   158.29%
Volatility 3Y:   -