JP Morgan Call 70 MET 20.12.2024
/ DE000JK77609
JP Morgan Call 70 MET 20.12.2024/ DE000JK77609 /
| 2024-07-25 12:17:13 PM |
Chg.0.000 |
Bid5:41:28 PM |
Ask5:41:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
0.810
Bid Size: 100,000 |
0.820
Ask Size: 100,000 |
MetLife Inc |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK7760 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.42 |
| Time value: |
0.26 |
| Break-even: |
71.32 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
5.80% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
7.51 |
| Rho: |
0.18 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.66% |
| 1 Month |
|
|
+21.05% |
| 3 Months |
|
|
-2.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
0.790 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
