JP Morgan Call 64 MET 21.06.2024
/ DE000JS8CDF0
JP Morgan Call 64 MET 21.06.2024/ DE000JS8CDF0 /
20/05/2024 10:20:59 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.980EUR |
- |
- Bid Size: - |
- Ask Size: - |
MetLife Inc |
64.00 - |
21/06/2024 |
Call |
Master data
WKN: |
JS8CDF |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MetLife Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 - |
Maturity: |
21/06/2024 |
Issue date: |
13/03/2023 |
Last trading day: |
20/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.27 |
Implied volatility: |
1.45 |
Historic volatility: |
0.18 |
Parity: |
0.27 |
Time value: |
0.71 |
Break-even: |
73.80 |
Moneyness: |
1.04 |
Premium: |
0.11 |
Premium p.a.: |
6.81 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-0.23 |
Omega: |
4.19 |
Rho: |
0.02 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.980 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+58.06% |
3 Months |
|
|
+38.03% |
YTD |
|
|
+81.48% |
1 Year |
|
|
+250.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.980 |
0.600 |
6M High / 6M Low: |
0.980 |
0.440 |
High (YTD): |
20/05/2024 |
0.980 |
Low (YTD): |
02/02/2024 |
0.440 |
52W High: |
20/05/2024 |
0.980 |
52W Low: |
06/06/2023 |
0.250 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.709 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.593 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
124.78% |
Volatility 6M: |
|
117.41% |
Volatility 1Y: |
|
122.36% |
Volatility 3Y: |
|
- |