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

EUWAX
12/08/2024  08:37:45 Chg.-0.150 Bid17:18:46 Ask17:18:46 Underlying Strike price Expiration date Option type
0.740EUR -16.85% 0.720
Bid Size: 20,000		 0.780
Ask Size: 20,000		 Ulta Beauty Inc 430.00 - 17/01/2025 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: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.41
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -13.48
Time value: 0.94
Break-even: 439.40
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 1.51
Spread abs.: 0.20
Spread %: 27.03%
Delta: 0.19
Theta: -0.09
Omega: 6.08
Rho: 0.21
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month
  -74.13%
3 Months
  -78.55%
YTD
  -92.76%
1 Year
  -92.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.780
1M High / 1M Low: 3.440 0.780
6M High / 6M Low: 16.030 0.780
High (YTD): 14/03/2024 16.030
Low (YTD): 05/08/2024 0.780
52W High: 14/03/2024 16.030
52W Low: 05/08/2024 0.780
Avg. price 1W:   0.862
Avg. volume 1W:   0.000
Avg. price 1M:   1.914
Avg. volume 1M:   0.000
Avg. price 6M:   6.074
Avg. volume 6M:   0.000
Avg. price 1Y:   6.997
Avg. volume 1Y:   0.000
Volatility 1M:   242.71%
Volatility 6M:   148.76%
Volatility 1Y:   127.53%
Volatility 3Y:   -