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JP Morgan Call 70 MET 17.01.2025/  DE000JL0L152  /

EUWAX
8/6/2024  10:30:14 AM Chg.+0.040 Bid12:45:05 PM Ask12:45:05 PM Underlying Strike price Expiration date Option type
0.460EUR +9.52% 0.470
Bid Size: 7,500		 0.500
Ask Size: 7,500		 MetLife Inc 70.00 - 1/17/2025 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: 1/17/2025
Issue date: 4/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.49
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.18
Parity: -0.79
Time value: 0.54
Break-even: 75.40
Moneyness: 0.89
Premium: 0.21
Premium p.a.: 0.54
Spread abs.: 0.10
Spread %: 22.73%
Delta: 0.44
Theta: -0.03
Omega: 5.01
Rho: 0.10
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.90%
1 Month
  -6.12%
3 Months
  -19.30%
YTD
  -20.69%
1 Year
  -26.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.420
1M High / 1M Low: 0.910 0.420
6M High / 6M Low: 0.910 0.420
High (YTD): 7/31/2024 0.910
Low (YTD): 8/5/2024 0.420
52W High: 7/31/2024 0.910
52W Low: 11/8/2023 0.400
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.704
Avg. volume 1M:   0.000
Avg. price 6M:   0.672
Avg. volume 6M:   0.000
Avg. price 1Y:   0.632
Avg. volume 1Y:   0.000
Volatility 1M:   213.77%
Volatility 6M:   124.93%
Volatility 1Y:   111.44%
Volatility 3Y:   -