JP Morgan Call 50 CSIQ 17.01.2025/  DE000JL7F027  /

EUWAX
2024-06-21  10:24:36 AM Chg.+0.001 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.021EUR +5.00% -
Bid Size: -
-
Ask Size: -
Canadian Solar Inc 50.00 - 2025-01-17 Call
 

Master data

WKN: JL7F02
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-17
Issue date: 2023-06-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.54
Historic volatility: 0.48
Parity: -3.53
Time value: 0.22
Break-even: 52.20
Moneyness: 0.29
Premium: 2.54
Premium p.a.: 8.09
Spread abs.: 0.20
Spread %: 1,000.00%
Delta: 0.33
Theta: -0.02
Omega: 2.19
Rho: 0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -40.00%
3 Months
  -64.41%
YTD
  -88.95%
1 Year
  -97.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.020
1M High / 1M Low: 0.057 0.020
6M High / 6M Low: 0.190 0.020
High (YTD): 2024-01-02 0.180
Low (YTD): 2024-06-20 0.020
52W High: 2023-06-22 0.900
52W Low: 2024-06-20 0.020
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   248.93%
Volatility 6M:   230.12%
Volatility 1Y:   184.64%
Volatility 3Y:   -