JP Morgan Call 320 ULTA 20.12.2024
/ DE000JT6V044
JP Morgan Call 320 ULTA 20.12.202.../ DE000JT6V044 /
| 10/16/2024 5:15:06 PM |
Chg.- |
Bid12:00:12 PM |
Ask12:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
- |
5.99
Bid Size: 1,000 |
6.14
Ask Size: 1,000 |
Ulta Beauty Inc |
320.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.26 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
4.90 |
| Time value: |
1.04 |
| Break-even: |
354.09 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
2.59% |
| Delta: |
0.80 |
| Theta: |
-0.18 |
| Omega: |
4.66 |
| Rho: |
0.38 |
Quote data
| Open: |
5.29 |
| High: |
5.29 |
| Low: |
4.35 |
| Previous Close: |
5.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.74% |
| 1 Month |
|
|
-40.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.63 |
4.35 |
| 1M High / 1M Low: |
8.66 |
4.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
