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JP Morgan Call 90 MET 17.01.2025/  DE000JL09YJ5  /

EUWAX
2024-05-03  10:57:28 AM Chg.-0.025 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.064EUR -28.09% -
Bid Size: -		 -
Ask Size: -		 MetLife Inc 90.00 - 2025-01-17 Call
 

Master data

WKN: JL09YJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-04-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.76
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -2.45
Time value: 0.14
Break-even: 91.40
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 0.60
Spread abs.: 0.08
Spread %: 115.38%
Delta: 0.17
Theta: -0.01
Omega: 7.90
Rho: 0.07
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.09%
1 Month
  -54.29%
3 Months
  -13.51%
YTD
  -41.82%
1 Year
  -64.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.091 0.080
1M High / 1M Low: 0.140 0.070
6M High / 6M Low: 0.160 0.070
High (YTD): 2024-01-26 0.160
Low (YTD): 2024-04-18 0.070
52W High: 2023-09-19 0.210
52W Low: 2023-06-01 0.043
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.116
Avg. volume 1Y:   0.000
Volatility 1M:   172.35%
Volatility 6M:   158.45%
Volatility 1Y:   166.31%
Volatility 3Y:   -