JP Morgan Call 15 CSIQ 18.10.2024
/ DE000JK6T856
JP Morgan Call 15 CSIQ 18.10.2024/ DE000JK6T856 /
| 8/30/2024 11:58:37 AM |
Chg.+0.002 |
Bid9:57:20 PM |
Ask9:57:20 PM |
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 |
10/18/2024 |
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: |
10/18/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
10/17/2024 |
| 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 |
|
|
-83.79% |
| 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: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
