JP Morgan Call 370 ULTA 18.10.2024
/ DE000JT5RJE3
JP Morgan Call 370 ULTA 18.10.202.../ DE000JT5RJE3 /
| 2024-10-17 11:19:37 AM |
Chg.-0.280 |
Bid12:00:12 PM |
Ask12:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-32.56% |
0.730
Bid Size: 1,000 |
0.880
Ask Size: 1,000 |
Ulta Beauty Inc |
370.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JT5RJE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-08-02 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.30 |
| Parity: |
0.30 |
| Time value: |
0.35 |
| Break-even: |
347.18 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
38.96 |
| Spread abs.: |
0.09 |
| Spread %: |
16.67% |
| Delta: |
0.60 |
| Theta: |
-2.35 |
| Omega: |
32.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-78.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.510 |
| 1M High / 1M Low: |
3.850 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.755 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
