JP Morgan Put 20 CSIQ 17.01.2025
/ DE000JB1B7X8
JP Morgan Put 20 CSIQ 17.01.2025/ DE000JB1B7X8 /
| 2024-06-07 10:41:49 AM |
Chg.+0.010 |
Bid6:33:20 PM |
Ask6:33:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+2.22% |
0.490
Bid Size: 75,000 |
0.560
Ask Size: 75,000 |
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: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.47 |
| Parity: |
0.15 |
| Time value: |
0.47 |
| Break-even: |
12.16 |
| Moneyness: |
1.09 |
| Premium: |
0.28 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.15 |
| Spread %: |
31.91% |
| Delta: |
-0.37 |
| Theta: |
-0.01 |
| Omega: |
-1.00 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
-13.21% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
+48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.420 |
| 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: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.54% |
| Volatility 6M: |
|
84.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
