OverviewChartNewsTraderScreen

JP Morgan Put 15 CSIQ 17.01.2025/  DE000JB5C0U4  /

EUWAX
2024-07-12  4:00:35 PM Chg.-0.040 Bid4:32:59 PM Ask4:32:59 PM Underlying Strike price Expiration date Option type
0.220EUR -15.38% 0.210
Bid Size: 100,000		 0.270
Ask Size: 100,000		 Canadian Solar Inc 15.00 USD 2025-01-17 Put
 

Master data

WKN: JB5C0U
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 15.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.48
Parity: -0.22
Time value: 0.29
Break-even: 10.85
Moneyness: 0.86
Premium: 0.32
Premium p.a.: 0.72
Spread abs.: 0.09
Spread %: 45.45%
Delta: -0.28
Theta: -0.01
Omega: -1.51
Rho: -0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -4.35%
3 Months
  -26.67%
YTD  
+37.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: 0.380 0.170
High (YTD): 2024-04-22 0.380
Low (YTD): 2024-01-03 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.248
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.75%
Volatility 6M:   104.08%
Volatility 1Y:   -
Volatility 3Y:   -