JP Morgan Call 64 MET 17.01.2025
/ DE000JL0L137
JP Morgan Call 64 MET 17.01.2025/ DE000JL0L137 /
| 7/31/2024 10:36:29 AM |
Chg.- |
Bid8:58:27 AM |
Ask8:58:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
- |
1.33
Bid Size: 5,000 |
1.39
Ask Size: 5,000 |
MetLife Inc |
64.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
4/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.69 |
| Break-even: |
77.90 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
4.51% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.56 |
| Rho: |
0.17 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.26% |
| 1 Month |
|
|
+58.14% |
| 3 Months |
|
|
+28.30% |
| YTD |
|
|
+58.14% |
| 1 Year |
|
|
+65.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.15 |
| 1M High / 1M Low: |
1.36 |
0.79 |
| 6M High / 6M Low: |
1.36 |
0.77 |
| High (YTD): |
7/31/2024 |
1.36 |
| Low (YTD): |
6/14/2024 |
0.77 |
| 52W High: |
7/31/2024 |
1.36 |
| 52W Low: |
11/9/2023 |
0.61 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.07% |
| Volatility 6M: |
|
83.29% |
| Volatility 1Y: |
|
82.27% |
| Volatility 3Y: |
|
- |
