JP Morgan Put 14 CSIQ 20.12.2024
/ DE000JV5KBE1
JP Morgan Put 14 CSIQ 20.12.2024/ DE000JV5KBE1 /
| 2024-11-08 9:28:05 AM |
Chg.0.000 |
Bid3:03:50 PM |
Ask3:03:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
0.00% |
0.200
Bid Size: 7,500 |
0.230
Ask Size: 7,500 |
Canadian Solar Inc |
14.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JV5KBE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-11-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.64 |
| Parity: |
0.08 |
| Time value: |
0.12 |
| Break-even: |
10.93 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.03 |
| Spread %: |
15.79% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-3.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
