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JP Morgan Call 80 MET 17.01.2025/  DE000JL0L1A7  /

EUWAX
2024-05-03  3:47:27 PM Chg.-0.090 Bid7:50:27 PM Ask7:50:27 PM Underlying Strike price Expiration date Option type
0.190EUR -32.14% 0.220
Bid Size: 100,000		 0.230
Ask Size: 100,000		 MetLife Inc 80.00 - 2025-01-17 Call
 

Master data

WKN: JL0L1A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.25
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.45
Time value: 0.27
Break-even: 82.70
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 22.73%
Delta: 0.29
Theta: -0.01
Omega: 7.07
Rho: 0.12
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month
  -47.22%
3 Months
  -9.52%
YTD
  -29.63%
1 Year
  -40.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.260
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.390 0.180
High (YTD): 2024-04-08 0.390
Low (YTD): 2024-02-02 0.210
52W High: 2023-09-19 0.420
52W Low: 2023-05-31 0.094
Avg. price 1W:   0.275
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   0.268
Avg. volume 1Y:   0.000
Volatility 1M:   141.67%
Volatility 6M:   119.65%
Volatility 1Y:   145.13%
Volatility 3Y:   -