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

EUWAX
12/08/2024  08:37:45 Chg.-0.17 Bid13:41:11 Ask13:41:11 Underlying Strike price Expiration date Option type
0.87EUR -16.35% 0.88
Bid Size: 1,000		 0.98
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: 27.59
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -12.48
Time value: 1.07
Break-even: 430.70
Moneyness: 0.70
Premium: 0.46
Premium p.a.: 1.39
Spread abs.: 0.20
Spread %: 22.99%
Delta: 0.21
Theta: -0.10
Omega: 5.90
Rho: 0.23
 

Quote data

Open: 0.87
High: 0.87
Low: 0.87
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month
  -73.23%
3 Months
  -77.40%
YTD
  -91.96%
1 Year
  -91.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 0.92
1M High / 1M Low: 3.88 0.92
6M High / 6M Low: 16.77 0.92
High (YTD): 14/03/2024 16.77
Low (YTD): 05/08/2024 0.92
52W High: 14/03/2024 16.77
52W Low: 05/08/2024 0.92
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   6.54
Avg. volume 6M:   0.00
Avg. price 1Y:   7.47
Avg. volume 1Y:   0.00
Volatility 1M:   236.08%
Volatility 6M:   143.97%
Volatility 1Y:   123.75%
Volatility 3Y:   -