JP Morgan Call 400 ULTA 17.01.2025
/ DE000JL4ZEY6
JP Morgan Call 400 ULTA 17.01.202.../ DE000JL4ZEY6 /
| 12/07/2024 10:01:14 |
Chg.+0.26 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
+6.72% |
-
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: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.26 |
| Parity: |
-2.14 |
| Time value: |
5.11 |
| Break-even: |
451.10 |
| Moneyness: |
0.95 |
| Premium: |
0.19 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.30 |
| Spread %: |
6.24% |
| Delta: |
0.54 |
| Theta: |
-0.17 |
| Omega: |
3.98 |
| Rho: |
0.78 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
3.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.40% |
| 1 Month |
|
|
-4.62% |
| 3 Months |
|
|
-50.12% |
| YTD |
|
|
-65.87% |
| 1 Year |
|
|
-67.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.13 |
3.53 |
| 1M High / 1M Low: |
4.33 |
3.17 |
| 6M High / 6M Low: |
18.51 |
3.17 |
| High (YTD): |
14/03/2024 |
18.51 |
| Low (YTD): |
21/06/2024 |
3.17 |
| 52W High: |
14/03/2024 |
18.51 |
| 52W Low: |
21/06/2024 |
3.17 |
| Avg. price 1W: |
|
3.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.23% |
| Volatility 6M: |
|
108.55% |
| Volatility 1Y: |
|
99.29% |
| Volatility 3Y: |
|
- |
