JP Morgan Put 20 CSIQ 15.11.2024
/ DE000JK4Z619
JP Morgan Put 20 CSIQ 15.11.2024/ DE000JK4Z619 /
| 7/26/2024 12:34:12 PM |
Chg.-0.030 |
Bid2:22:00 PM |
Ask2:22:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
0.480
Bid Size: 7,500 |
0.540
Ask Size: 7,500 |
Canadian Solar Inc |
20.00 USD |
11/15/2024 |
Put |
Master data
| WKN: |
JK4Z61 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.50 |
| Parity: |
0.35 |
| Time value: |
0.20 |
| Break-even: |
12.93 |
| Moneyness: |
1.23 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.06 |
| Spread %: |
12.24% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-1.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
0.620 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
