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

EUWAX
8/12/2024  10:05:59 AM Chg.-0.20 Bid10:29:29 AM Ask10:29:29 AM Underlying Strike price Expiration date Option type
1.22EUR -14.08% 1.21
Bid Size: 1,000		 1.36
Ask Size: 1,000		 Ulta Beauty Inc 400.00 - 1/17/2025 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: 1/17/2025
Issue date: 6/5/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.87
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -10.48
Time value: 1.35
Break-even: 413.50
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 1.18
Spread abs.: 0.15
Spread %: 12.50%
Delta: 0.26
Theta: -0.11
Omega: 5.62
Rho: 0.27
 

Quote data

Open: 1.22
High: 1.22
Low: 1.22
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.12%
1 Month
  -70.46%
3 Months
  -74.26%
YTD
  -89.92%
1 Year
  -89.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.49 1.25
1M High / 1M Low: 4.87 1.25
6M High / 6M Low: 18.51 1.25
High (YTD): 3/14/2024 18.51
Low (YTD): 8/8/2024 1.25
52W High: 3/14/2024 18.51
52W Low: 8/8/2024 1.25
Avg. price 1W:   1.40
Avg. volume 1W:   0.00
Avg. price 1M:   2.90
Avg. volume 1M:   0.00
Avg. price 6M:   7.57
Avg. volume 6M:   0.00
Avg. price 1Y:   8.52
Avg. volume 1Y:   0.00
Volatility 1M:   170.39%
Volatility 6M:   125.65%
Volatility 1Y:   110.70%
Volatility 3Y:   -