JP Morgan Call 340 ULTA 17.01.2025
/ DE000JT8FNM7
JP Morgan Call 340 ULTA 17.01.202.../ DE000JT8FNM7 /
| 17/10/2024 12:38:07 |
Chg.+1.42 |
Bid14:04:10 |
Ask14:04:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.90EUR |
+40.80% |
4.78
Bid Size: 1,000 |
4.87
Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT8FNM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
12/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
3.06 |
| Time value: |
1.42 |
| Break-even: |
357.86 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
3.18% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
5.65 |
| Rho: |
0.52 |
Quote data
| Open: |
4.90 |
| High: |
4.90 |
| Low: |
4.90 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.86% |
| 1 Month |
|
|
-20.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.60 |
3.48 |
| 1M High / 1M Low: |
7.39 |
3.48 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
