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JP Morgan Call 400 ULTA 17.01.202.../  DE000JL4ZEY6  /

EUWAX
13/09/2024  10:11:41 Chg.-0.03 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
2.11EUR -1.40% -
Bid Size: -		 -
Ask Size: -		 Ulta Beauty Inc 400.00 - 17/01/2025 Call
 

Master data

WKN: JL4ZEY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 17/01/2025
Issue date: 05/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.17
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.29
Parity: -5.84
Time value: 2.41
Break-even: 424.10
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.88
Spread abs.: 0.15
Spread %: 6.64%
Delta: 0.38
Theta: -0.17
Omega: 5.38
Rho: 0.36
 

Quote data

Open: 2.11
High: 2.11
Low: 2.11
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.21%
1 Month
  -20.68%
3 Months
  -51.27%
YTD
  -82.56%
1 Year
  -74.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.49 2.08
1M High / 1M Low: 3.13 1.38
6M High / 6M Low: 15.44 1.20
High (YTD): 14/03/2024 18.51
Low (YTD): 13/08/2024 1.20
52W High: 14/03/2024 18.51
52W Low: 13/08/2024 1.20
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   4.88
Avg. volume 6M:   0.00
Avg. price 1Y:   7.80
Avg. volume 1Y:   0.00
Volatility 1M:   230.99%
Volatility 6M:   186.57%
Volatility 1Y:   147.55%
Volatility 3Y:   -