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JP Morgan Call 64 MET 17.01.2025/  DE000JL0L137  /

EUWAX
05/08/2024  17:52:33 Chg.- Bid09:26:10 Ask09:26:10 Underlying Strike price Expiration date Option type
0.730EUR - 0.770
Bid Size: 7,500		 0.810
Ask Size: 7,500		 MetLife Inc 64.00 - 17/01/2025 Call
 

Master data

WKN: JL0L13
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Call
Strike price: 64.00 -
Maturity: 17/01/2025
Issue date: 14/04/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.30
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.18
Parity: -0.19
Time value: 0.85
Break-even: 72.50
Moneyness: 0.97
Premium: 0.17
Premium p.a.: 0.41
Spread abs.: 0.10
Spread %: 13.33%
Delta: 0.56
Theta: -0.03
Omega: 4.06
Rho: 0.12
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 1.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.60%
1 Month
  -14.12%
3 Months
  -20.65%
YTD
  -15.12%
1 Year
  -16.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 0.730
1M High / 1M Low: 1.360 0.730
6M High / 6M Low: 1.360 0.730
High (YTD): 31/07/2024 1.360
Low (YTD): 05/08/2024 0.730
52W High: 31/07/2024 1.360
52W Low: 09/11/2023 0.610
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.111
Avg. volume 1M:   0.000
Avg. price 6M:   1.036
Avg. volume 6M:   0.000
Avg. price 1Y:   0.943
Avg. volume 1Y:   0.000
Volatility 1M:   176.73%
Volatility 6M:   99.12%
Volatility 1Y:   90.65%
Volatility 3Y:   -