JP Morgan Call 340 ULTA 20.12.2024
/ DE000JT6V085
JP Morgan Call 340 ULTA 20.12.202.../ DE000JT6V085 /
| 13/09/2024 12:38:22 |
Chg.+0.11 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.81EUR |
+2.34% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
3.46 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
3.46 |
| Time value: |
1.72 |
| Break-even: |
358.76 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
2.98% |
| Delta: |
0.73 |
| Theta: |
-0.15 |
| Omega: |
4.83 |
| Rho: |
0.53 |
Quote data
| Open: |
4.81 |
| High: |
4.81 |
| Low: |
4.81 |
| Previous Close: |
4.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
+3.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.20 |
4.57 |
| 1M High / 1M Low: |
6.04 |
3.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
