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JP Morgan Call 390 ULTA 17.01.202.../  DE000JB2GU18  /

EUWAX
2024-10-16  11:23:34 AM Chg.- Bid10:00:45 AM Ask10:00:45 AM Underlying Strike price Expiration date Option type
2.09EUR - 2.14
Bid Size: 1,000		 2.24
Ask Size: 1,000		 Ulta Beauty Inc 390.00 USD 2025-01-17 Call
 

Master data

WKN: JB2GU1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 390.00 USD
Maturity: 2025-01-17
Issue date: 2023-09-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.89
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.55
Time value: 2.04
Break-even: 379.50
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.48
Spread abs.: 0.09
Spread %: 4.74%
Delta: 0.46
Theta: -0.15
Omega: 7.79
Rho: 0.35
 

Quote data

Open: 2.09
High: 2.09
Low: 2.09
Previous Close: 1.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.03%
1 Month
  -35.89%
3 Months
  -58.28%
YTD
  -83.63%
1 Year
  -70.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.10 1.65
1M High / 1M Low: 4.15 1.65
6M High / 6M Low: 7.22 1.40
High (YTD): 2024-03-14 18.81
Low (YTD): 2024-08-13 1.40
52W High: 2024-03-14 18.81
52W Low: 2024-08-13 1.40
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   3.81
Avg. volume 6M:   0.00
Avg. price 1Y:   7.88
Avg. volume 1Y:   0.00
Volatility 1M:   199.85%
Volatility 6M:   184.09%
Volatility 1Y:   147.81%
Volatility 3Y:   -