JP Morgan Call 330 ULTA 20.09.2024
/ DE000JT6WSG7
JP Morgan Call 330 ULTA 20.09.202.../ DE000JT6WSG7 /
| 11/09/2024 12:24:54 |
Chg.- |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.85EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
330.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JT6WSG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/08/2024 |
| Last trading day: |
11/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.29 |
| Parity: |
1.16 |
| Time value: |
2.69 |
| Break-even: |
368.50 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
99.98 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.60 |
| Theta: |
-2.66 |
| Omega: |
5.37 |
| Rho: |
0.03 |
Quote data
| Open: |
3.85 |
| High: |
3.85 |
| Low: |
3.85 |
| Previous Close: |
4.63 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.20% |
| 1 Month |
|
|
+1.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.63 |
3.69 |
| 1M High / 1M Low: |
5.29 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
