OverviewChartNewsTraderScreen

JP Morgan Call 88 MET 17.01.2025/  DE000JL0S827  /

EUWAX
2024-05-03  3:47:30 PM Chg.-0.039 Bid7:51:36 PM Ask7:51:36 PM Underlying Strike price Expiration date Option type
0.071EUR -35.45% 0.084
Bid Size: 75,000		 0.099
Ask Size: 75,000		 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: 46.76
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -2.25
Time value: 0.14
Break-even: 89.40
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 66.67%
Delta: 0.18
Theta: -0.01
Omega: 8.20
Rho: 0.07
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.45%
1 Month
  -58.24%
3 Months
  -22.83%
YTD
  -45.38%
1 Year
  -62.63%
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.180 0.088
6M High / 6M Low: 0.190 0.088
High (YTD): 2024-01-26 0.190
Low (YTD): 2024-04-18 0.088
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:   0.133
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.137
Avg. volume 1Y:   0.000
Volatility 1M:   186.44%
Volatility 6M:   152.46%
Volatility 1Y:   166.74%
Volatility 3Y:   -