JP Morgan Call 330 ULTA 20.12.2024
/ DE000JT6V069
JP Morgan Call 330 ULTA 20.12.202.../ DE000JT6V069 /
| 17/10/2024 12:35:51 |
Chg.+1.54 |
Bid14:05:22 |
Ask14:05:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.25EUR |
+41.51% |
5.05
Bid Size: 1,000 |
5.13
Ask Size: 1,000 |
Ulta Beauty Inc |
330.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT6V06 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.47 |
| Intrinsic value: |
3.98 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
3.98 |
| Time value: |
0.76 |
| Break-even: |
351.32 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
1.98% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
5.90 |
| Rho: |
0.41 |
Quote data
| Open: |
5.25 |
| High: |
5.25 |
| Low: |
5.25 |
| Previous Close: |
3.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.99% |
| 1 Month |
|
|
-20.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.92 |
3.71 |
| 1M High / 1M Low: |
7.88 |
3.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
