JP Morgan Call 395 ULTA 20.09.2024
/ DE000JK71BX6
JP Morgan Call 395 ULTA 20.09.202.../ DE000JK71BX6 /
| 2024-07-12 8:36:39 AM |
Chg.+0.23 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.68EUR |
+9.39% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
395.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK71BX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
1.64 |
| Time value: |
1.59 |
| Break-even: |
394.54 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.14 |
| Spread %: |
4.44% |
| Delta: |
0.66 |
| Theta: |
-0.17 |
| Omega: |
7.76 |
| Rho: |
0.41 |
Quote data
| Open: |
2.68 |
| High: |
2.68 |
| Low: |
2.68 |
| Previous Close: |
2.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.37% |
| 1 Month |
|
|
-4.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.68 |
2.11 |
| 1M High / 1M Low: |
2.80 |
1.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
