JP Morgan Call 375 ULTA 15.11.2024
/ DE000JV1G380
JP Morgan Call 375 ULTA 15.11.202.../ DE000JV1G380 /
| 16/10/2024 10:32:12 |
Chg.- |
Bid09:03:52 |
Ask09:03:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
- |
1.43
Bid Size: 2,000 |
1.53
Ask Size: 2,000 |
Ulta Beauty Inc |
375.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JV1G38 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
04/10/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
-0.51 |
| Time value: |
1.42 |
| Break-even: |
358.81 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.09 |
| Spread %: |
6.90% |
| Delta: |
0.48 |
| Theta: |
-0.28 |
| Omega: |
11.52 |
| Rho: |
0.12 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.96% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.11 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
