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JP Morgan Call 420 ULTA 17.01.202.../  DE000JL4EKS0  /

EUWAX
17/10/2024  08:41:48 Chg.0.00 Bid10:02:50 Ask10:02:50 Underlying Strike price Expiration date Option type
1.19EUR 0.00% 1.18
Bid Size: 1,000		 1.33
Ask Size: 1,000		 Ulta Beauty Inc 420.00 - 17/01/2025 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: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.04
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.30
Parity: -7.63
Time value: 1.32
Break-even: 433.20
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 1.50
Spread abs.: 0.15
Spread %: 12.82%
Delta: 0.27
Theta: -0.17
Omega: 7.09
Rho: 0.20
 

Quote data

Open: 1.19
High: 1.19
Low: 1.19
Previous Close: 1.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.96%
1 Month
  -40.80%
3 Months
  -62.46%
YTD
  -89.00%
1 Year
  -78.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.19 0.90
1M High / 1M Low: 2.77 0.90
6M High / 6M Low: 5.64 0.86
High (YTD): 14/03/2024 16.77
Low (YTD): 13/08/2024 0.86
52W High: 14/03/2024 16.77
52W Low: 13/08/2024 0.86
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.79
Avg. volume 1M:   0.00
Avg. price 6M:   2.63
Avg. volume 6M:   0.00
Avg. price 1Y:   6.36
Avg. volume 1Y:   0.00
Volatility 1M:   234.57%
Volatility 6M:   216.25%
Volatility 1Y:   172.08%
Volatility 3Y:   -