JP Morgan Call 365 ULTA 20.12.2024
/ DE000JT639V0
JP Morgan Call 365 ULTA 20.12.202.../ DE000JT639V0 /
| 13/09/2024 12:37:38 |
Chg.+0.08 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
+2.45% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
365.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT639V |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 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: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
1.20 |
| Time value: |
2.49 |
| Break-even: |
366.44 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
4.24% |
| Delta: |
0.62 |
| Theta: |
-0.16 |
| Omega: |
5.78 |
| Rho: |
0.47 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.32% |
| 1 Month |
|
|
-2.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.71 |
3.19 |
| 1M High / 1M Low: |
4.55 |
2.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
