JP Morgan Call 25 CSIQ 19.07.2024
/ DE000JB52MG7
JP Morgan Call 25 CSIQ 19.07.2024/ DE000JB52MG7 /
2024-06-03 10:46:12 AM |
Chg.-0.005 |
Bid12:04:51 PM |
Ask12:04:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.063EUR |
-7.35% |
- Bid Size: - |
- Ask Size: - |
Canadian Solar Inc |
25.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
JB52MG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Canadian Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 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: |
15.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.05 |
Historic volatility: |
0.47 |
Parity: |
-0.49 |
Time value: |
0.12 |
Break-even: |
24.23 |
Moneyness: |
0.79 |
Premium: |
0.34 |
Premium p.a.: |
9.14 |
Spread abs.: |
0.06 |
Spread %: |
100.00% |
Delta: |
0.33 |
Theta: |
-0.03 |
Omega: |
4.94 |
Rho: |
0.01 |
Quote data
Open: |
0.063 |
High: |
0.063 |
Low: |
0.063 |
Previous Close: |
0.068 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.04% |
1 Month |
|
|
+36.96% |
3 Months |
|
|
-73.75% |
YTD |
|
|
-89.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.045 |
1M High / 1M Low: |
0.068 |
0.015 |
6M High / 6M Low: |
0.580 |
0.015 |
High (YTD): |
2024-01-02 |
0.530 |
Low (YTD): |
2024-05-13 |
0.015 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.222 |
Avg. volume 6M: |
|
180.645 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
482.23% |
Volatility 6M: |
|
294.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |