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JP Morgan Call 20 CSIQ 17.01.2025/  DE000JB5C0Y6  /

EUWAX
2024-07-26  9:20:57 AM Chg.+0.010 Bid4:42:45 PM Ask4:42:45 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% 0.260
Bid Size: 100,000		 0.310
Ask Size: 100,000		 Canadian Solar Inc 20.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.50
Parity: -0.35
Time value: 0.32
Break-even: 21.63
Moneyness: 0.81
Premium: 0.45
Premium p.a.: 1.17
Spread abs.: 0.10
Spread %: 45.45%
Delta: 0.54
Theta: -0.01
Omega: 2.50
Rho: 0.02
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+4.76%
3 Months
  -4.35%
YTD
  -77.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.790 0.150
High (YTD): 2024-01-02 0.960
Low (YTD): 2024-07-02 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.217
Avg. volume 1M:   0.000
Avg. price 6M:   0.405
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.16%
Volatility 6M:   162.68%
Volatility 1Y:   -
Volatility 3Y:   -