JP Morgan Call 20 CSIQ 15.11.2024/  DE000JK4Z627  /

EUWAX
01/07/2024  15:14:37 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.130EUR - -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 20.00 - 15/11/2024 Call
 

Master data

WKN: JK4Z62
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 15/11/2024
Issue date: 07/03/2024
Last trading day: 02/07/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.50
Parity: -0.51
Time value: 0.19
Break-even: 21.90
Moneyness: 0.75
Premium: 0.47
Premium p.a.: 2.49
Spread abs.: 0.08
Spread %: 72.73%
Delta: 0.42
Theta: -0.02
Omega: 3.27
Rho: 0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.78%
3 Months
  -31.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.160 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -