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JP Morgan Call 20 CSIQ 17.01.2025/  DE000JB5C0Y6  /

EUWAX
11/8/2024  9:35:57 AM Chg.-0.007 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.043EUR -14.00% -
Bid Size: -		 -
Ask Size: -		 Canadian Solar Inc 20.00 USD 1/17/2025 Call
 

Master data

WKN: JB5C0Y
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 1/17/2025
Issue date: 11/1/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 1.22
Historic volatility: 0.65
Parity: -0.74
Time value: 0.07
Break-even: 19.37
Moneyness: 0.61
Premium: 0.72
Premium p.a.: 16.38
Spread abs.: 0.05
Spread %: 192.31%
Delta: 0.25
Theta: -0.01
Omega: 4.01
Rho: 0.00
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -44.87%
1 Month
  -66.92%
3 Months
  -66.92%
YTD
  -95.61%
1 Year
  -93.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.043
1M High / 1M Low: 0.130 0.034
6M High / 6M Low: 0.470 0.034
High (YTD): 1/2/2024 0.960
Low (YTD): 10/24/2024 0.034
52W High: 12/29/2023 0.980
52W Low: 10/24/2024 0.034
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   487.20%
Volatility 6M:   332.74%
Volatility 1Y:   250.93%
Volatility 3Y:   -