JP Morgan Call 66 MET 17.01.2025
/ DE000JL0L129
JP Morgan Call 66 MET 17.01.2025/ DE000JL0L129 /
| 2024-09-20 10:32:43 AM |
Chg.+0.04 |
Bid5:56:36 PM |
Ask5:56:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+2.84% |
1.42
Bid Size: 75,000 |
1.44
Ask Size: 75,000 |
MetLife Inc |
66.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL0L12 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-04-14 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.83 |
| Break-even: |
81.00 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
2.74% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
3.30 |
| Rho: |
0.11 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.16% |
| 1 Month |
|
|
+68.60% |
| 3 Months |
|
|
+98.63% |
| YTD |
|
|
+90.79% |
| 1 Year |
|
|
+52.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.02 |
| 1M High / 1M Low: |
1.41 |
0.82 |
| 6M High / 6M Low: |
1.41 |
0.61 |
| High (YTD): |
2024-09-19 |
1.41 |
| Low (YTD): |
2024-08-05 |
0.61 |
| 52W High: |
2024-09-19 |
1.41 |
| 52W Low: |
2023-11-08 |
0.53 |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
102.69% |
| Volatility 6M: |
|
113.87% |
| Volatility 1Y: |
|
100.73% |
| Volatility 3Y: |
|
- |
