JP Morgan Call 540 ISRG 21.02.2025
/ DE000JV9S1Z7
JP Morgan Call 540 ISRG 21.02.202.../ DE000JV9S1Z7 /
| 1/24/2025 11:23:00 AM |
Chg.-0.230 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-29.87% |
-
Bid Size: - |
-
Ask Size: - |
Intuitive Surgical I... |
540.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
JV9S1Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Intuitive Surgical Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
0.42 |
| Time value: |
0.03 |
| Break-even: |
559.33 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.90 |
| Theta: |
-0.15 |
| Omega: |
11.18 |
| Rho: |
0.34 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+125.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+125.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.540 |
| 1M High / 1M Low: |
0.770 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.770 |
| Low (YTD): |
1/3/2025 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
161.895 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |