JP Morgan Call 365 ULTA 18.10.2024
/ DE000JT7NKL1
JP Morgan Call 365 ULTA 18.10.202.../ DE000JT7NKL1 /
| 2024-10-16 10:36:00 AM |
Chg.- |
Bid9:25:52 AM |
Ask9:25:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
0.94
Bid Size: 1,000 |
1.14
Ask Size: 1,000 |
Ulta Beauty Inc |
365.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JT7NKL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.32 |
| Break-even: |
346.93 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
29.70 |
| Spread abs.: |
0.15 |
| Spread %: |
16.13% |
| Delta: |
0.69 |
| Theta: |
-2.82 |
| Omega: |
22.06 |
| Rho: |
0.01 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.83% |
| 1 Month |
|
|
-62.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.69 |
| 1M High / 1M Low: |
4.20 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
