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JP Morgan Call 40 CSIQ 17.01.2025/  DE000JL6SE76  /

EUWAX
2024-07-01  10:31:25 AM Chg.- Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.027EUR - -
Bid Size: -		 -
Ask Size: -		 Canadian Solar Inc 40.00 - 2025-01-17 Call
 

Master data

WKN: JL6SE7
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-07-02
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.45
Historic volatility: 0.48
Parity: -2.55
Time value: 0.22
Break-even: 42.20
Moneyness: 0.36
Premium: 1.90
Premium p.a.: 6.27
Spread abs.: 0.20
Spread %: 900.00%
Delta: 0.34
Theta: -0.01
Omega: 2.27
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.033
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -68.60%
3 Months
  -69.66%
YTD
  -91.82%
1 Year
  -97.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.027
1M High / 1M Low: 0.086 0.027
6M High / 6M Low: 0.260 0.027
High (YTD): 2024-01-02 0.300
Low (YTD): 2024-07-01 0.027
52W High: 2023-07-10 1.160
52W Low: 2024-07-01 0.027
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   156.80%
Volatility 6M:   209.32%
Volatility 1Y:   166.80%
Volatility 3Y:   -