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JP Morgan Call 64 MET 21.06.2024/  DE000JS8CDF0  /

EUWAX
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: 6.85
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.31
Implied volatility: 1.06
Historic volatility: 0.19
Parity: 0.31
Time value: 0.67
Break-even: 73.80
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 2.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.63
Theta: -0.13
Omega: 4.28
Rho: 0.03
 

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  
+18.07%
1 Month  
+55.56%
3 Months  
+53.13%
YTD  
+81.48%
1 Year  
+262.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.830
1M High / 1M Low: 0.980 0.600
6M High / 6M Low: 0.980 0.390
High (YTD): 20/05/2024 0.980
Low (YTD): 02/02/2024 0.440
52W High: 20/05/2024 0.980
52W Low: 31/05/2023 0.200
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.793
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   0.580
Avg. volume 1Y:   0.000
Volatility 1M:   136.32%
Volatility 6M:   114.11%
Volatility 1Y:   132.40%
Volatility 3Y:   -