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JP Morgan Call 45 CSIQ 17.01.2025/  DE000JL667V9  /

EUWAX
2024-06-20  10:46:09 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.027EUR - -
Bid Size: -		 -
Ask Size: -		 Canadian Solar Inc 45.00 - 2025-01-17 Call
 

Master data

WKN: JL667V
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.47
Historic volatility: 0.48
Parity: -3.00
Time value: 0.23
Break-even: 47.30
Moneyness: 0.33
Premium: 2.16
Premium p.a.: 6.39
Spread abs.: 0.20
Spread %: 721.43%
Delta: 0.34
Theta: -0.01
Omega: 2.22
Rho: 0.02
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.028
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -22.86%
3 Months
  -68.97%
YTD
  -89.20%
1 Year
  -97.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.027
1M High / 1M Low: 0.072 0.027
6M High / 6M Low: 0.250 0.027
High (YTD): 2024-01-02 0.230
Low (YTD): 2024-06-20 0.027
52W High: 2023-06-22 1.050
52W Low: 2024-06-20 0.027
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.099
Avg. volume 6M:   0.000
Avg. price 1Y:   0.273
Avg. volume 1Y:   0.000
Volatility 1M:   269.48%
Volatility 6M:   216.85%
Volatility 1Y:   173.84%
Volatility 3Y:   -