JP Morgan Call 410 ULTA 17.01.2025
/ DE000JL5AR15
JP Morgan Call 410 ULTA 17.01.202.../ DE000JL5AR15 /
| 12/07/2024 08:56:29 |
Chg.+0.25 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
+7.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.26 |
| Parity: |
-3.14 |
| Time value: |
4.61 |
| Break-even: |
456.10 |
| Moneyness: |
0.92 |
| Premium: |
0.20 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.30 |
| Spread %: |
6.96% |
| Delta: |
0.51 |
| Theta: |
-0.16 |
| Omega: |
4.17 |
| Rho: |
0.75 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.46% |
| 1 Month |
|
|
-2.14% |
| 3 Months |
|
|
-52.22% |
| YTD |
|
|
-67.98% |
| 1 Year |
|
|
-69.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
3.10 |
| 1M High / 1M Low: |
3.74 |
2.81 |
| 6M High / 6M Low: |
17.51 |
2.81 |
| High (YTD): |
14/03/2024 |
17.51 |
| Low (YTD): |
21/06/2024 |
2.81 |
| 52W High: |
14/03/2024 |
17.51 |
| 52W Low: |
21/06/2024 |
2.81 |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.65 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.87% |
| Volatility 6M: |
|
106.16% |
| Volatility 1Y: |
|
100.93% |
| Volatility 3Y: |
|
- |
