JP Morgan Put 20 CSIQ 19.07.2024
/ DE000JB52MF9
JP Morgan Put 20 CSIQ 19.07.2024/ DE000JB52MF9 /
| 2024-06-06 10:54:12 AM |
Chg.- |
Bid10:40:40 AM |
Ask10:40:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.260
Bid Size: 7,500 |
0.300
Ask Size: 7,500 |
Canadian Solar Inc |
20.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JB52MF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Canadian Solar Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.47 |
| Parity: |
0.15 |
| Time value: |
0.15 |
| Break-even: |
15.36 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
-0.54 |
| Theta: |
-0.02 |
| Omega: |
-3.04 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
+26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.440 |
0.190 |
| 6M High / 6M Low: |
0.580 |
0.190 |
| High (YTD): |
2024-04-22 |
0.580 |
| Low (YTD): |
2024-06-04 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.22% |
| Volatility 6M: |
|
140.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
