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JP Morgan Call 84 MET 17.01.2025/  DE000JL0S801  /

EUWAX
2024-05-03  3:47:30 PM Chg.-0.060 Bid5:14:18 PM Ask5:14:18 PM Underlying Strike price Expiration date Option type
0.120EUR -33.33% 0.130
Bid Size: 100,000		 0.150
Ask Size: 100,000		 MetLife Inc 84.00 - 2025-01-17 Call
 

Master data

WKN: JL0S80
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 84.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.45
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.85
Time value: 0.19
Break-even: 85.90
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 35.71%
Delta: 0.22
Theta: -0.01
Omega: 7.74
Rho: 0.09
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -52.00%
3 Months
  -14.29%
YTD
  -36.84%
1 Year
  -52.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.270 0.140
6M High / 6M Low: 0.270 0.130
High (YTD): 2024-04-08 0.270
Low (YTD): 2024-04-18 0.140
52W High: 2023-09-19 0.320
52W Low: 2023-05-31 0.068
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.203
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   0.193
Avg. volume 1Y:   0.000
Volatility 1M:   159.29%
Volatility 6M:   134.35%
Volatility 1Y:   154.50%
Volatility 3Y:   -