JP Morgan Call 375 ULTA 18.10.2024
/ DE000JT5RJG8
JP Morgan Call 375 ULTA 18.10.202.../ DE000JT5RJG8 /
| 12/08/2024 11:00:00 |
Chg.-0.22 |
Bid20:10:29 |
Ask20:10:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.78EUR |
-22.00% |
0.70
Bid Size: 20,000 |
0.74
Ask Size: 20,000 |
Ulta Beauty Inc |
375.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT5RJG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
02/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
-4.84 |
| Time value: |
0.88 |
| Break-even: |
352.43 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.10 |
| Spread %: |
12.82% |
| Delta: |
0.27 |
| Theta: |
-0.15 |
| Omega: |
8.98 |
| Rho: |
0.13 |
Quote data
| Open: |
0.78 |
| High: |
0.78 |
| Low: |
0.78 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.88 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| 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: |
|
- |
