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JP Morgan Put 16 CSIQ 21.06.2024/  DE000JK9GZX3  /

EUWAX
2024-05-17  1:50:31 PM Chg.+0.020 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.120EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 Canadian Solar Inc 16.00 USD 2024-06-21 Put
 

Master data

WKN: JK9GZX
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Canadian Solar Inc
Type: Warrant
Option type: Put
Strike price: 16.00 USD
Maturity: 2024-06-21
Issue date: 2024-05-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.85
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.45
Parity: -0.01
Time value: 0.15
Break-even: 13.22
Moneyness: 1.00
Premium: 0.11
Premium p.a.: 1.84
Spread abs.: 0.03
Spread %: 25.00%
Delta: -0.44
Theta: -0.02
Omega: -4.30
Rho: -0.01
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.077
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -