JP Morgan Call 430 ULTA 17.01.2025
/ DE000JL4EKT8
JP Morgan Call 430 ULTA 17.01.202.../ DE000JL4EKT8 /
| 7/12/2024 8:38:25 AM |
Chg.+0.23 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+8.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-5.14 |
| Time value: |
3.70 |
| Break-even: |
467.00 |
| Moneyness: |
0.88 |
| Premium: |
0.23 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.30 |
| Spread %: |
8.82% |
| Delta: |
0.45 |
| Theta: |
-0.15 |
| Omega: |
4.58 |
| Rho: |
0.68 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
-5.30% |
| 3 Months |
|
|
-56.14% |
| YTD |
|
|
-72.02% |
| 1 Year |
|
|
-73.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.35 |
| 1M High / 1M Low: |
3.02 |
2.14 |
| 6M High / 6M Low: |
16.03 |
2.14 |
| High (YTD): |
3/14/2024 |
16.03 |
| Low (YTD): |
6/21/2024 |
2.14 |
| 52W High: |
3/14/2024 |
16.03 |
| 52W Low: |
6/21/2024 |
2.14 |
| Avg. price 1W: |
|
2.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
7.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.41% |
| Volatility 6M: |
|
117.60% |
| Volatility 1Y: |
|
108.22% |
| Volatility 3Y: |
|
- |
