JP Morgan Put 20 CSIQ 17.01.2025
/ DE000JB1B7X8
JP Morgan Put 20 CSIQ 17.01.2025/ DE000JB1B7X8 /
| 2024-06-18 10:24:35 AM |
Chg.+0.030 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+5.77% |
-
Bid Size: - |
-
Ask Size: - |
Canadian Solar Inc |
20.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB1B7X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.48 |
| Parity: |
0.33 |
| Time value: |
0.37 |
| Break-even: |
11.62 |
| Moneyness: |
1.22 |
| Premium: |
0.24 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
27.27% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-0.91 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
+19.57% |
| YTD |
|
|
+77.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.460 |
| 1M High / 1M Low: |
0.590 |
0.420 |
| 6M High / 6M Low: |
0.690 |
0.310 |
| High (YTD): |
2024-04-22 |
0.690 |
| Low (YTD): |
2024-01-03 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.88% |
| Volatility 6M: |
|
86.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
