JP Morgan Put 440 ISRG 16.08.2024
/ DE000JT267N7
JP Morgan Put 440 ISRG 16.08.2024/ DE000JT267N7 /
| 17/07/2024 10:24:54 |
Chg.+0.010 |
Bid19:52:53 |
Ask19:52:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.180
Bid Size: 250,000 |
0.190
Ask Size: 250,000 |
Intuitive Surgical I... |
440.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
JT267N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
440.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
27/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.02 |
| Time value: |
0.13 |
| Break-even: |
388.92 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.49 |
| Theta: |
-0.22 |
| Omega: |
-13.39 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| 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: |
|
- |
