JP Morgan Call 335 ULTA 18.10.2024
/ DE000JT8DS60
JP Morgan Call 335 ULTA 18.10.202.../ DE000JT8DS60 /
| 9/13/2024 9:44:19 AM |
Chg.-0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
-0.99% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
335.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JT8DS6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/14/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
3.91 |
| Time value: |
0.57 |
| Break-even: |
347.25 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.46% |
| Delta: |
0.83 |
| Theta: |
-0.20 |
| Omega: |
6.33 |
| Rho: |
0.22 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.92% |
| 1 Month |
|
|
-9.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.62 |
3.75 |
| 1M High / 1M Low: |
5.45 |
2.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
