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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
2024-05-17  10:31:08 AM Chg.+0.020 Bid7:10:24 PM Ask7:10:24 PM Underlying Strike price Expiration date Option type
0.910EUR +2.25% 0.960
Bid Size: 50,000		 -
Ask Size: -		 MetLife Inc 64.00 - 2024-06-21 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: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.36
Implied volatility: 0.84
Historic volatility: 0.19
Parity: 0.36
Time value: 0.53
Break-even: 72.90
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 1.20
Spread abs.: -0.02
Spread %: -2.20%
Delta: 0.64
Theta: -0.10
Omega: 4.85
Rho: 0.03
 

Quote data

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

Performance

1 Week  
+4.60%
1 Month  
+51.67%
3 Months  
+26.39%
YTD  
+68.52%
1 Year  
+225.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.830
1M High / 1M Low: 0.890 0.580
6M High / 6M Low: 0.980 0.390
High (YTD): 2024-03-28 0.980
Low (YTD): 2024-02-02 0.440
52W High: 2024-03-28 0.980
52W Low: 2023-05-31 0.200
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   0.680
Avg. volume 6M:   0.000
Avg. price 1Y:   0.573
Avg. volume 1Y:   0.000
Volatility 1M:   147.51%
Volatility 6M:   114.29%
Volatility 1Y:   132.26%
Volatility 3Y:   -