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JP Morgan Call 430 ULTA 17.01.202.../  DE000JL4EKT8  /

EUWAX
10/17/2024  8:41:49 AM Chg.0.000 Bid9:25:52 AM Ask9:25:52 AM Underlying Strike price Expiration date Option type
0.970EUR 0.00% 0.960
Bid Size: 1,000		 1.110
Ask Size: 1,000		 Ulta Beauty Inc 430.00 - 1/17/2025 Call
 

Master data

WKN: JL4EKT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 1/17/2025
Issue date: 5/31/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.24
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -8.63
Time value: 1.10
Break-even: 441.00
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.69
Spread abs.: 0.15
Spread %: 15.79%
Delta: 0.24
Theta: -0.16
Omega: 7.46
Rho: 0.18
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.36%
1 Month
  -42.60%
3 Months
  -65.36%
YTD
  -90.51%
1 Year
  -81.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.730
1M High / 1M Low: 2.370 0.730
6M High / 6M Low: 5.150 0.730
High (YTD): 3/14/2024 16.030
Low (YTD): 10/11/2024 0.730
52W High: 3/14/2024 16.030
52W Low: 10/11/2024 0.730
Avg. price 1W:   0.847
Avg. volume 1W:   0.000
Avg. price 1M:   1.530
Avg. volume 1M:   0.000
Avg. price 6M:   2.321
Avg. volume 6M:   0.000
Avg. price 1Y:   5.947
Avg. volume 1Y:   0.000
Volatility 1M:   248.05%
Volatility 6M:   225.05%
Volatility 1Y:   178.62%
Volatility 3Y:   -