JP Morgan Call 15 CSIQ 18.10.2024
/ DE000JK6T856
JP Morgan Call 15 CSIQ 18.10.2024/ DE000JK6T856 /
30/08/2024 11:58:37 |
Chg.+0.002 |
Bid21:57:20 |
Ask21:57:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
+4.44% |
0.047 Bid Size: 7,500 |
0.077 Ask Size: 7,500 |
Canadian Solar Inc |
15.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JK6T85 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
19/04/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.85 |
Historic volatility: |
0.53 |
Parity: |
-0.21 |
Time value: |
0.07 |
Break-even: |
14.28 |
Moneyness: |
0.84 |
Premium: |
0.25 |
Premium p.a.: |
4.41 |
Spread abs.: |
0.03 |
Spread %: |
63.83% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
5.70 |
Rho: |
0.00 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.045 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.97% |
1 Month |
|
|
-84.33% |
3 Months |
|
|
-92.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.091 |
0.045 |
1M High / 1M Low: |
0.300 |
0.045 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.065 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
388.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |