JP Morgan Call 335 ULTA 20.09.2024
/ DE000JT6WSM5
JP Morgan Call 335 ULTA 20.09.202.../ DE000JT6WSM5 /
| 12/08/2024 12:36:44 |
Chg.-0.06 |
Bid17:54:12 |
Ask17:54:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
-3.85% |
1.39
Bid Size: 25,000 |
1.42
Ask Size: 25,000 |
Ulta Beauty Inc |
335.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT6WSM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/08/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
-1.18 |
| Time value: |
1.46 |
| Break-even: |
321.55 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.08 |
| Spread %: |
6.00% |
| Delta: |
0.45 |
| Theta: |
-0.25 |
| Omega: |
9.03 |
| Rho: |
0.13 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
