JP Morgan Call 68 MET 17.01.2025
/ DE000JL0L145
JP Morgan Call 68 MET 17.01.2025/ DE000JL0L145 /
| 11/12/2024 10:17:43 AM |
Chg.- |
Bid8:04:32 AM |
Ask8:04:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
- |
1.41
Bid Size: 5,000 |
1.45
Ask Size: 5,000 |
MetLife Inc |
68.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL0L14 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
4/14/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.19 |
| Parity: |
0.94 |
| Time value: |
0.54 |
| Break-even: |
82.80 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.04 |
| Spread %: |
2.78% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.77 |
| Rho: |
0.07 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.75% |
| 1 Month |
|
|
-10.32% |
| 3 Months |
|
|
+139.66% |
| YTD |
|
|
+107.46% |
| 1 Year |
|
|
+172.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.29 |
| 1M High / 1M Low: |
1.72 |
1.05 |
| 6M High / 6M Low: |
1.72 |
0.51 |
| High (YTD): |
10/18/2024 |
1.72 |
| Low (YTD): |
8/5/2024 |
0.51 |
| 52W High: |
10/18/2024 |
1.72 |
| 52W Low: |
8/5/2024 |
0.51 |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
153.70% |
| Volatility 6M: |
|
130.61% |
| Volatility 1Y: |
|
111.23% |
| Volatility 3Y: |
|
- |
