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JP Morgan Call 68 MET 17.01.2025/  DE000JL0L145  /

EUWAX
2024-07-31  10:36:29 AM Chg.+0.100 Bid4:44:48 PM Ask4:44:48 PM Underlying Strike price Expiration date Option type
1.050EUR +10.53% 1.040
Bid Size: 100,000		 1.060
Ask Size: 100,000		 MetLife Inc 68.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-04-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.30
Implied volatility: 0.46
Historic volatility: 0.17
Parity: 0.30
Time value: 0.78
Break-even: 78.80
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 4.85%
Delta: 0.64
Theta: -0.03
Omega: 4.17
Rho: 0.16
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 0.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+61.54%
3 Months  
+29.63%
YTD  
+56.72%
1 Year  
+64.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.870
1M High / 1M Low: 0.980 0.540
6M High / 6M Low: 0.990 0.530
High (YTD): 2024-03-28 0.990
Low (YTD): 2024-06-14 0.530
52W High: 2024-03-28 0.990
52W Low: 2023-11-08 0.460
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.767
Avg. volume 1M:   0.000
Avg. price 6M:   0.779
Avg. volume 6M:   0.000
Avg. price 1Y:   0.724
Avg. volume 1Y:   0.000
Volatility 1M:   102.27%
Volatility 6M:   100.86%
Volatility 1Y:   93.95%
Volatility 3Y:   -