JP Morgan Put 14 CSIQ 29.11.2024
/ DE000JV4N1J1
JP Morgan Put 14 CSIQ 29.11.2024/ DE000JV4N1J1 /
| 12/11/2024 09:13:53 |
Chg.-0.010 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
14.00 USD |
29/11/2024 |
Put |
Master data
| WKN: |
JV4N1J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
29/11/2024 |
| Issue date: |
04/11/2024 |
| Last trading day: |
28/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.66 |
| Parity: |
0.13 |
| Time value: |
0.05 |
| Break-even: |
11.25 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.64 |
| Theta: |
-0.03 |
| Omega: |
-4.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
