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JP Morgan Call 410 ULTA 17.01.202.../  DE000JL5AR15  /

EUWAX
12/08/2024  08:58:02 Chg.-0.18 Bid12/08/2024 Ask12/08/2024 Underlying Strike price Expiration date Option type
1.03EUR -14.88% 1.03
Bid Size: 1,000		 1.18
Ask Size: 1,000		 Ulta Beauty Inc 410.00 - 17/01/2025 Call
 

Master data

WKN: JL5AR1
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 410.00 -
Maturity: 17/01/2025
Issue date: 01/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.01
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.27
Parity: -11.49
Time value: 1.18
Break-even: 421.80
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 1.26
Spread abs.: 0.15
Spread %: 14.56%
Delta: 0.23
Theta: -0.10
Omega: 5.81
Rho: 0.25
 

Quote data

Open: 1.03
High: 1.03
Low: 1.03
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.17%
1 Month
  -71.86%
3 Months
  -75.99%
YTD
  -90.99%
1 Year
  -90.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.36 1.10
1M High / 1M Low: 4.35 1.10
6M High / 6M Low: 17.51 1.10
High (YTD): 14/03/2024 17.51
Low (YTD): 08/08/2024 1.10
52W High: 14/03/2024 17.51
52W Low: 08/08/2024 1.10
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   7.05
Avg. volume 6M:   0.00
Avg. price 1Y:   8.00
Avg. volume 1Y:   0.00
Volatility 1M:   215.38%
Volatility 6M:   133.54%
Volatility 1Y:   117.47%
Volatility 3Y:   -