JP Morgan Call 420 ULTA 17.01.2025
/ DE000JL4EKS0
JP Morgan Call 420 ULTA 17.01.202.../ DE000JL4EKS0 /
| 9/13/2024 8:42:52 AM |
Chg.-0.09 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-5.84% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
420.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL4EKS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/31/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
-7.84 |
| Time value: |
1.76 |
| Break-even: |
437.60 |
| Moneyness: |
0.81 |
| Premium: |
0.28 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.15 |
| Spread %: |
9.32% |
| Delta: |
0.31 |
| Theta: |
-0.15 |
| Omega: |
6.01 |
| Rho: |
0.30 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.17% |
| 1 Month |
|
|
-24.48% |
| 3 Months |
|
|
-57.48% |
| YTD |
|
|
-86.60% |
| 1 Year |
|
|
-80.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.45 |
| 1M High / 1M Low: |
2.44 |
0.95 |
| 6M High / 6M Low: |
13.54 |
0.86 |
| High (YTD): |
3/14/2024 |
16.77 |
| Low (YTD): |
8/13/2024 |
0.86 |
| 52W High: |
3/14/2024 |
16.77 |
| 52W Low: |
8/13/2024 |
0.86 |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.79 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
252.08% |
| Volatility 6M: |
|
202.02% |
| Volatility 1Y: |
|
158.67% |
| Volatility 3Y: |
|
- |
