JP Morgan Call 355 ULTA 20.12.2024
/ DE000JT639U2
JP Morgan Call 355 ULTA 20.12.202.../ DE000JT639U2 /
| 2024-10-16 5:14:21 PM |
Chg.- |
Bid10:04:05 AM |
Ask10:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
- |
3.47
Bid Size: 1,000 |
3.57
Ask Size: 1,000 |
Ulta Beauty Inc |
355.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT639U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
1.68 |
| Time value: |
1.57 |
| Break-even: |
359.43 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.09 |
| Spread %: |
2.92% |
| Delta: |
0.66 |
| Theta: |
-0.18 |
| Omega: |
7.01 |
| Rho: |
0.34 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
2.31 |
| Previous Close: |
3.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.48% |
| 1 Month |
|
|
-53.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.31 |
| 1M High / 1M Low: |
6.05 |
2.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
