JP Morgan Call 20 CSIQ 17.01.2025
/ DE000JB5C0Y6
JP Morgan Call 20 CSIQ 17.01.2025/ DE000JB5C0Y6 /
| 9/13/2024 9:27:40 AM |
Chg.0.000 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
0.00% |
-
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: |
7.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.54 |
| Parity: |
-0.55 |
| Time value: |
0.16 |
| Break-even: |
19.65 |
| Moneyness: |
0.70 |
| Premium: |
0.57 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.07 |
| Spread %: |
75.82% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
3.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.54% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-75.68% |
| YTD |
|
|
-90.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.049 |
| 1M High / 1M Low: |
0.150 |
0.049 |
| 6M High / 6M Low: |
0.550 |
0.049 |
| High (YTD): |
1/2/2024 |
0.960 |
| Low (YTD): |
9/10/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.74% |
| Volatility 6M: |
|
217.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
