JP Morgan Call 400 ULTA 26.07.2024
/ DE000JT287Y2
JP Morgan Call 400 ULTA 26.07.202.../ DE000JT287Y2 /
| 2024-07-12 10:34:33 AM |
Chg.+0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+14.91% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
400.00 USD |
2024-07-26 |
Call |
Master data
| WKN: |
JT287Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-07-26 |
| Issue date: |
2024-06-28 |
| Last trading day: |
2024-07-25 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.26 |
| Parity: |
1.19 |
| Time value: |
0.87 |
| Break-even: |
387.36 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.15 |
| Spread %: |
7.85% |
| Delta: |
0.66 |
| Theta: |
-0.51 |
| Omega: |
12.11 |
| Rho: |
0.08 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.97 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
