JP Morgan Call 70 MET 20.12.2024
/ DE000JK77609
JP Morgan Call 70 MET 20.12.2024/ DE000JK77609 /
| 2024-06-21 11:56:35 AM |
Chg.+0.050 |
Bid9:01:49 PM |
Ask9:01:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+10.87% |
0.530
Bid Size: 100,000 |
0.540
Ask Size: 100,000 |
MetLife Inc |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK7760 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.47 |
| Break-even: |
70.88 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
7.84% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.26 |
| Rho: |
0.17 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.21% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.690 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
