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JP Morgan Call 20 CSIQ 17.01.2025/  DE000JB5C0Y6  /

EUWAX
09/08/2024  09:20:28 Chg.+0.020 Bid20:26:35 Ask20:26:35 Underlying Strike price Expiration date Option type
0.130EUR +18.18% 0.120
Bid Size: 100,000		 0.170
Ask Size: 100,000		 Canadian Solar Inc 20.00 USD 17/01/2025 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: 17/01/2025
Issue date: 01/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.32
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.04
Historic volatility: 0.51
Parity: -0.56
Time value: 0.20
Break-even: 20.34
Moneyness: 0.70
Premium: 0.60
Premium p.a.: 1.89
Spread abs.: 0.08
Spread %: 69.23%
Delta: 0.44
Theta: -0.01
Omega: 2.78
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -35.00%
3 Months
  -62.86%
YTD
  -86.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 0.790 0.110
High (YTD): 02/01/2024 0.960
Low (YTD): 08/08/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.24%
Volatility 6M:   171.62%
Volatility 1Y:   -
Volatility 3Y:   -