JP Morgan Call 52 MET 17.01.2025
/ DE000JL247D8
JP Morgan Call 52 MET 17.01.2025/ DE000JL247D8 /
| 5/30/2024 11:12:41 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.81EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
52.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/8/2023 |
| Last trading day: |
5/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
1.29 |
| Time value: |
0.56 |
| Break-even: |
70.50 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.21% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.74 |
| Rho: |
0.20 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.81 |
| Previous Close: |
1.84 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.59% |
| 3 Months |
|
|
-7.18% |
| YTD |
|
|
+14.56% |
| 1 Year |
|
|
+105.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.18 |
1.81 |
| 6M High / 6M Low: |
2.18 |
1.50 |
| High (YTD): |
5/20/2024 |
2.18 |
| Low (YTD): |
2/2/2024 |
1.50 |
| 52W High: |
5/20/2024 |
2.18 |
| 52W Low: |
6/23/2023 |
0.83 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.60 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.14% |
| Volatility 6M: |
|
53.54% |
| Volatility 1Y: |
|
59.30% |
| Volatility 3Y: |
|
- |
