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JP Morgan Call 450 ULTA 17.01.202.../  DE000JL4EKV4  /

EUWAX
12/08/2024  08:37:45 Chg.-0.120 Bid13:41:11 Ask13:41:11 Underlying Strike price Expiration date Option type
0.530EUR -18.46% 0.540
Bid Size: 1,000		 0.690
Ask Size: 1,000		 Ulta Beauty Inc 450.00 - 17/01/2025 Call
 

Master data

WKN: JL4EKV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.89
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -15.48
Time value: 0.74
Break-even: 457.40
Moneyness: 0.66
Premium: 0.55
Premium p.a.: 1.75
Spread abs.: 0.20
Spread %: 37.04%
Delta: 0.16
Theta: -0.08
Omega: 6.36
Rho: 0.17
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month
  -75.80%
3 Months
  -80.80%
YTD
  -94.17%
1 Year
  -93.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.560
1M High / 1M Low: 2.670 0.560
6M High / 6M Low: 14.600 0.560
High (YTD): 14/03/2024 14.600
Low (YTD): 05/08/2024 0.560
52W High: 14/03/2024 14.600
52W Low: 05/08/2024 0.560
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   1.478
Avg. volume 1M:   0.000
Avg. price 6M:   5.219
Avg. volume 6M:   0.000
Avg. price 1Y:   6.102
Avg. volume 1Y:   0.000
Volatility 1M:   240.16%
Volatility 6M:   153.34%
Volatility 1Y:   133.38%
Volatility 3Y:   -