JP Morgan Call 52 MET 17.01.2025
/ DE000JL247D8
JP Morgan Call 52 MET 17.01.2025/ DE000JL247D8 /
| 2024-05-17 11:09:14 AM |
Chg.+0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
52.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL247D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.19 |
| Parity: |
1.56 |
| Time value: |
0.63 |
| Break-even: |
73.90 |
| Moneyness: |
1.30 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
3.30% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
2.46 |
| Rho: |
0.21 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.95% |
| 1 Month |
|
|
+19.10% |
| 3 Months |
|
|
+13.37% |
| YTD |
|
|
+34.18% |
| 1 Year |
|
|
+155.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
2.04 |
| 1M High / 1M Low: |
2.10 |
1.76 |
| 6M High / 6M Low: |
2.17 |
1.37 |
| High (YTD): |
2024-03-28 |
2.17 |
| Low (YTD): |
2024-02-02 |
1.50 |
| 52W High: |
2024-03-28 |
2.17 |
| 52W Low: |
2023-05-31 |
0.69 |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.32% |
| Volatility 6M: |
|
50.38% |
| Volatility 1Y: |
|
67.23% |
| Volatility 3Y: |
|
- |
