JP Morgan Call 50 MET 17.01.2025
/ DE000JL1VW41
JP Morgan Call 50 MET 17.01.2025/ DE000JL1VW41 /
| 2024-05-20 11:13:11 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
50.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL1VW4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-12 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.17 |
| Parity: |
1.40 |
| Time value: |
0.95 |
| Break-even: |
73.50 |
| Moneyness: |
1.28 |
| Premium: |
0.15 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.42% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.10 |
| Rho: |
0.15 |
Quote data
| Open: |
2.35 |
| High: |
2.35 |
| Low: |
2.35 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.98% |
| 3 Months |
|
|
+7.80% |
| YTD |
|
|
+36.63% |
| 1 Year |
|
|
+123.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.35 |
2.26 |
| 6M High / 6M Low: |
2.35 |
1.64 |
| High (YTD): |
2024-05-20 |
2.35 |
| Low (YTD): |
2024-02-02 |
1.64 |
| 52W High: |
2024-05-20 |
2.35 |
| 52W Low: |
2023-06-23 |
0.93 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
14.45% |
| Volatility 6M: |
|
51.18% |
| Volatility 1Y: |
|
57.70% |
| Volatility 3Y: |
|
- |
