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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
17/05/2024  10:31:08 Chg.+0.020 Bid22:00:45 Ask22:00:45 Underlying Strike price Expiration date Option type
0.910EUR +2.25% -
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: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.43
Implied volatility: 0.82
Historic volatility: 0.19
Parity: 0.43
Time value: 0.48
Break-even: 73.10
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 1.08
Spread abs.: -0.07
Spread %: -7.14%
Delta: 0.65
Theta: -0.10
Omega: 4.91
Rho: 0.03
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.890
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.60%
1 Month  
+44.44%
3 Months  
+35.82%
YTD  
+68.52%
1 Year  
+237.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.830
1M High / 1M Low: 0.910 0.600
6M High / 6M Low: 0.980 0.390
High (YTD): 28/03/2024 0.980
Low (YTD): 02/02/2024 0.440
52W High: 28/03/2024 0.980
52W Low: 31/05/2023 0.200
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.775
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.577
Avg. volume 1Y:   0.000
Volatility 1M:   148.21%
Volatility 6M:   114.29%
Volatility 1Y:   132.26%
Volatility 3Y:   -