JP Morgan Call 410 ULTA 20.09.2024
/ DE000JB6US36
JP Morgan Call 410 ULTA 20.09.202.../ DE000JB6US36 /
| 7/12/2024 8:10:37 AM |
Chg.+0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+11.30% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
410.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JB6US3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.27 |
| Time value: |
2.44 |
| Break-even: |
403.03 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.15 |
| Spread %: |
5.86% |
| Delta: |
0.57 |
| Theta: |
-0.19 |
| Omega: |
7.91 |
| Rho: |
0.35 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.28% |
| 1 Month |
|
|
-6.19% |
| 3 Months |
|
|
-68.63% |
| YTD |
|
|
-80.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.50 |
| 1M High / 1M Low: |
2.10 |
1.34 |
| 6M High / 6M Low: |
16.21 |
1.34 |
| High (YTD): |
3/14/2024 |
16.21 |
| Low (YTD): |
7/2/2024 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.73% |
| Volatility 6M: |
|
142.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
