JP Morgan Call 385 ULTA 18.10.2024
/ DE000JT5RJJ2
JP Morgan Call 385 ULTA 18.10.202.../ DE000JT5RJJ2 /
10/16/2024 11:36:58 AM |
Chg.- |
Bid9:57:13 AM |
Ask9:57:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
- |
0.083 Bid Size: 1,000 |
0.280 Ask Size: 1,000 |
Ulta Beauty Inc |
385.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JT5RJJ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
8/2/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
149.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.86 |
Historic volatility: |
0.30 |
Parity: |
-1.09 |
Time value: |
0.23 |
Break-even: |
356.85 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.14 |
Spread %: |
157.73% |
Delta: |
0.25 |
Theta: |
-2.49 |
Omega: |
37.81 |
Rho: |
0.00 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.26% |
1 Month |
|
|
-80.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.200 |
1M High / 1M Low: |
2.780 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.305 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.418 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
515.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |