JP Morgan Put 540 ISRG 20.12.2024
/ DE000JV46ZL9
JP Morgan Put 540 ISRG 20.12.2024/ DE000JV46ZL9 /
| 11/15/2024 10:36:05 AM |
Chg.+0.020 |
Bid8:04:53 PM |
Ask8:04:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
540.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JV46ZL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
540.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.25 |
| Parity: |
0.02 |
| Time value: |
0.13 |
| Break-even: |
497.84 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.49 |
| Theta: |
-0.19 |
| Omega: |
-16.74 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
