OverviewChartNewsTraderScreen

JP Morgan Put 25 CSIQ 17.01.2025/  DE000JL56XY7  /

EUWAX
2024-07-26  10:46:44 AM Chg.-0.030 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.890EUR -3.26% -
Bid Size: -		 -
Ask Size: -		 Canadian Solar Inc 25.00 - 2025-01-17 Put
 

Master data

WKN: JL56XY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 25.00 -
Maturity: 2025-01-17
Issue date: 2023-06-15
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.44
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.01
Implied volatility: 0.71
Historic volatility: 0.50
Parity: 1.01
Time value: 0.03
Break-even: 14.60
Moneyness: 1.67
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.15
Spread %: 16.85%
Delta: -0.78
Theta: 0.00
Omega: -1.12
Rho: -0.11
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month
  -4.30%
3 Months
  -14.42%
YTD  
+71.15%
1 Year  
+140.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.870
1M High / 1M Low: 1.060 0.810
6M High / 6M Low: 1.070 0.590
High (YTD): 2024-04-22 1.070
Low (YTD): 2024-01-02 0.540
52W High: 2024-04-22 1.070
52W Low: 2023-07-28 0.370
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   0.721
Avg. volume 1Y:   0.000
Volatility 1M:   76.12%
Volatility 6M:   65.56%
Volatility 1Y:   65.03%
Volatility 3Y:   -