OverviewChartNewsTraderScreen

JP Morgan Put 25 CSIQ 17.01.2025/  DE000JL56XY7  /

EUWAX
2024-07-12  10:44:48 AM Chg.-0.090 Bid4:21:32 PM Ask4:21:32 PM Underlying Strike price Expiration date Option type
0.810EUR -10.00% 0.810
Bid Size: 75,000		 0.880
Ask Size: 75,000		 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: -1.67
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 0.70
Historic volatility: 0.48
Parity: 0.90
Time value: 0.06
Break-even: 15.40
Moneyness: 1.56
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 18.52%
Delta: -0.73
Theta: 0.00
Omega: -1.21
Rho: -0.11
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.83%
1 Month     0.00%
3 Months
  -11.96%
YTD  
+55.77%
1 Year  
+125.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.900
1M High / 1M Low: 1.060 0.780
6M High / 6M Low: 1.070 0.580
High (YTD): 2024-04-22 1.070
Low (YTD): 2024-01-02 0.540
52W High: 2024-04-22 1.070
52W Low: 2023-07-17 0.360
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.805
Avg. volume 6M:   0.000
Avg. price 1Y:   0.701
Avg. volume 1Y:   0.000
Volatility 1M:   55.54%
Volatility 6M:   67.98%
Volatility 1Y:   63.51%
Volatility 3Y:   -