JP Morgan Call 320 ULTA 20.12.2024
/ DE000JT6V044
JP Morgan Call 320 ULTA 20.12.202.../ DE000JT6V044 /
| 2024-09-13 12:38:22 PM |
Chg.+0.12 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.17EUR |
+1.98% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
320.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT6V04 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.27 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
5.27 |
| Time value: |
1.29 |
| Break-even: |
354.51 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
2.34% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
4.18 |
| Rho: |
0.55 |
Quote data
| Open: |
6.17 |
| High: |
6.17 |
| Low: |
6.17 |
| Previous Close: |
6.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
-6.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.58 |
5.87 |
| 1M High / 1M Low: |
7.34 |
4.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
