JP Morgan Call 340 ULTA 20.12.2024
/ DE000JT6V085
JP Morgan Call 340 ULTA 20.12.202.../ DE000JT6V085 /
| 16/10/2024 17:15:06 |
Chg.- |
Bid11:42:14 |
Ask11:42:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.11EUR |
- |
4.55
Bid Size: 1,000 |
4.65
Ask Size: 1,000 |
Ulta Beauty Inc |
340.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT6V08 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 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: |
7.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.74 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
3.06 |
| Time value: |
1.40 |
| Break-even: |
357.71 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.10 |
| Spread %: |
2.29% |
| Delta: |
0.73 |
| Theta: |
-0.19 |
| Omega: |
5.61 |
| Rho: |
0.36 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.11 |
| Previous Close: |
4.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.96% |
| 1 Month |
|
|
-47.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.11 |
| 1M High / 1M Low: |
7.13 |
3.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
