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JP Morgan Call 64 MET 17.01.2025/  DE000JL0L137  /

EUWAX
20/06/2024  10:39:42 Chg.+0.010 Bid16:38:49 Ask16:38:49 Underlying Strike price Expiration date Option type
0.860EUR +1.18% 0.890
Bid Size: 100,000		 0.900
Ask Size: 100,000		 MetLife Inc 64.00 - 17/01/2025 Call
 

Master data

WKN: JL0L13
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.14
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.10
Implied volatility: 0.41
Historic volatility: 0.17
Parity: 0.10
Time value: 0.81
Break-even: 73.10
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 7.06%
Delta: 0.61
Theta: -0.02
Omega: 4.34
Rho: 0.18
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.86%
1 Month
  -29.51%
3 Months
  -27.12%
YTD     0.00%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.770
1M High / 1M Low: 1.220 0.770
6M High / 6M Low: 1.250 0.770
High (YTD): 28/03/2024 1.250
Low (YTD): 14/06/2024 0.770
52W High: 28/03/2024 1.250
52W Low: 23/06/2023 0.400
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.957
Avg. volume 1M:   0.000
Avg. price 6M:   1.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   94.48%
Volatility 6M:   77.97%
Volatility 1Y:   82.65%
Volatility 3Y:   -