JP Morgan Call 60 MET 17.01.2025
/ DE000JL0L0Z6
JP Morgan Call 60 MET 17.01.2025/ DE000JL0L0Z6 /
| 2024-06-14 10:36:17 AM |
Chg.-0.02 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
-1.89% |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
60.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0L0Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
0.40 |
| Time value: |
0.70 |
| Break-even: |
71.00 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
3.77% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.87 |
| Rho: |
0.19 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-28.28% |
| 3 Months |
|
|
-26.76% |
| YTD |
|
|
-2.80% |
| 1 Year |
|
|
+73.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.04 |
| 1M High / 1M Low: |
1.53 |
1.04 |
| 6M High / 6M Low: |
1.54 |
0.99 |
| High (YTD): |
2024-03-28 |
1.54 |
| Low (YTD): |
2024-02-02 |
0.99 |
| 52W High: |
2024-03-28 |
1.54 |
| 52W Low: |
2023-06-23 |
0.52 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.11 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.19% |
| Volatility 6M: |
|
69.70% |
| Volatility 1Y: |
|
73.77% |
| Volatility 3Y: |
|
- |
