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JP Morgan Call 88 MET 17.01.2025/  DE000JL0S827  /

EUWAX
2024-05-20  10:24:30 AM Chg.- Bid9:34:16 AM Ask9:34:16 AM Underlying Strike price Expiration date Option type
0.120EUR - 0.094
Bid Size: 5,000		 0.150
Ask Size: 5,000		 MetLife Inc 88.00 - 2025-01-17 Call
 

Master data

WKN: JL0S82
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 88.00 -
Maturity: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.74
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -2.09
Time value: 0.15
Break-even: 89.50
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 61.29%
Delta: 0.19
Theta: -0.01
Omega: 8.37
Rho: 0.07
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+22.45%
3 Months
  -14.29%
YTD
  -7.69%
1 Year  
+62.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.130 0.071
6M High / 6M Low: 0.190 0.071
High (YTD): 2024-01-26 0.190
Low (YTD): 2024-05-03 0.071
52W High: 2023-09-19 0.240
52W Low: 2023-06-01 0.050
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   0.137
Avg. volume 1Y:   0.000
Volatility 1M:   209.48%
Volatility 6M:   159.14%
Volatility 1Y:   166.23%
Volatility 3Y:   -