JP Morgan Call 82 MET 17.01.2025/  DE000JL0S7Y7  /

EUWAX
6/7/2024  10:51:48 AM Chg.0.000 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% -
Bid Size: -
-
Ask Size: -
MetLife Inc 82.00 - 1/17/2025 Call
 

Master data

WKN: JL0S7Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 82.00 -
Maturity: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -1.71
Time value: 0.18
Break-even: 83.80
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.52
Spread abs.: 0.05
Spread %: 38.46%
Delta: 0.22
Theta: -0.01
Omega: 8.06
Rho: 0.08
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -31.58%
3 Months
  -51.85%
YTD
  -43.48%
1 Year  
+18.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.260 0.130
6M High / 6M Low: 0.320 0.130
High (YTD): 4/8/2024 0.320
Low (YTD): 6/7/2024 0.130
52W High: 9/19/2023 0.370
52W Low: 6/22/2023 0.097
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.245
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   196.17%
Volatility 6M:   149.49%
Volatility 1Y:   135.76%
Volatility 3Y:   -