JP Morgan Call 74 MET 20.09.2024
/ DE000JB9VMA9
JP Morgan Call 74 MET 20.09.2024/ DE000JB9VMA9 /
9/9/2024 9:29:15 AM |
Chg.-0.120 |
Bid4:31:33 PM |
Ask4:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-44.44% |
0.180 Bid Size: 100,000 |
0.190 Ask Size: 100,000 |
MetLife Inc |
74.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JB9VMA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MetLife Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
74.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
49.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
0.01 |
Time value: |
0.13 |
Break-even: |
68.10 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.88 |
Spread abs.: |
0.02 |
Spread %: |
15.38% |
Delta: |
0.53 |
Theta: |
-0.06 |
Omega: |
26.05 |
Rho: |
0.01 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.88% |
1 Month |
|
|
+102.70% |
3 Months |
|
|
-6.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.270 |
1M High / 1M Low: |
0.370 |
0.063 |
6M High / 6M Low: |
0.480 |
0.063 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.180 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.253 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
299.89% |
Volatility 6M: |
|
253.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |