JP Morgan Call 76 MET 18.10.2024
/ DE000JB9AJV5
JP Morgan Call 76 MET 18.10.2024/ DE000JB9AJV5 /
| 7/9/2024 10:04:12 AM |
Chg.0.000 |
Bid12:07:48 PM |
Ask12:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
0.00% |
0.087
Bid Size: 5,000 |
0.120
Ask Size: 5,000 |
MetLife Inc |
76.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JB9AJV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.61 |
| Time value: |
0.12 |
| Break-even: |
71.37 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.04 |
| Spread %: |
41.18% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
14.44 |
| Rho: |
0.04 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.91% |
| 1 Month |
|
|
-42.00% |
| 3 Months |
|
|
-77.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.087 |
| 1M High / 1M Low: |
0.180 |
0.087 |
| 6M High / 6M Low: |
0.410 |
0.087 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.70% |
| Volatility 6M: |
|
169.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
