JP Morgan Call 70 MET 17.01.2025
/ DE000JL0L152
JP Morgan Call 70 MET 17.01.2025/ DE000JL0L152 /
| 15/11/2024 15:53:39 |
Chg.0.00 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MetLife Inc |
70.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL0L15 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/04/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.19 |
| Parity: |
0.92 |
| Time value: |
0.48 |
| Break-even: |
84.00 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
4.09 |
| Rho: |
0.07 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.38% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
+154.72% |
| YTD |
|
|
+132.76% |
| 1 Year |
|
|
+175.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.21 |
| 1M High / 1M Low: |
1.55 |
0.89 |
| 6M High / 6M Low: |
1.55 |
0.42 |
| High (YTD): |
18/10/2024 |
1.55 |
| Low (YTD): |
05/08/2024 |
0.42 |
| 52W High: |
18/10/2024 |
1.55 |
| 52W Low: |
05/08/2024 |
0.42 |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
176.82% |
| Volatility 6M: |
|
145.25% |
| Volatility 1Y: |
|
121.70% |
| Volatility 3Y: |
|
- |
