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JP Morgan Call 20 CSIQ 17.01.2025/  DE000JB5C0Y6  /

EUWAX
2024-07-12  12:47:16 PM Chg.+0.060 Bid3:47:17 PM Ask3:47:17 PM Underlying Strike price Expiration date Option type
0.290EUR +26.09% 0.290
Bid Size: 100,000		 0.350
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: 4.21
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.48
Parity: -0.24
Time value: 0.38
Break-even: 22.19
Moneyness: 0.87
Premium: 0.39
Premium p.a.: 0.88
Spread abs.: 0.10
Spread %: 35.71%
Delta: 0.58
Theta: -0.01
Omega: 2.42
Rho: 0.03
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.10%
1 Month
  -17.14%
3 Months
  -9.38%
YTD
  -70.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.200
1M High / 1M Low: 0.370 0.150
6M High / 6M Low: 0.810 0.150
High (YTD): 2024-01-02 0.960
Low (YTD): 2024-07-02 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.236
Avg. volume 1M:   0.000
Avg. price 6M:   0.440
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.82%
Volatility 6M:   165.26%
Volatility 1Y:   -
Volatility 3Y:   -