JP Morgan Call 380 ULTA 20.12.2024
/ DE000JT29KU2
JP Morgan Call 380 ULTA 20.12.202.../ DE000JT29KU2 /
| 2024-10-17 8:43:26 AM |
Chg.+0.05 |
Bid10:04:05 AM |
Ask10:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+2.35% |
2.18
Bid Size: 1,000 |
2.28
Ask Size: 1,000 |
Ulta Beauty Inc |
380.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT29KU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.63 |
| Time value: |
2.07 |
| Break-even: |
370.66 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.09 |
| Spread %: |
4.65% |
| Delta: |
0.50 |
| Theta: |
-0.19 |
| Omega: |
8.35 |
| Rho: |
0.27 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.57% |
| 1 Month |
|
|
-35.12% |
| 3 Months |
|
|
-59.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.67 |
| 1M High / 1M Low: |
4.47 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
