JP Morgan Call 74 MET 20.12.2024
/ DE000JK77633
JP Morgan Call 74 MET 20.12.2024/ DE000JK77633 /
| 2024-09-20 12:34:56 PM |
Chg.- |
Bid9:18:07 AM |
Ask9:18:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.750
Bid Size: 5,000 |
0.780
Ask Size: 5,000 |
MetLife Inc |
74.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK7763 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 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: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.61 |
| Time value: |
0.10 |
| Break-even: |
73.48 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
8.71 |
| Rho: |
0.13 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.58% |
| 1 Month |
|
|
+113.51% |
| 3 Months |
|
|
+146.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.480 |
| 1M High / 1M Low: |
0.790 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
