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

EUWAX
12/07/2024  08:38:25 Chg.+0.20 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
2.19EUR +10.05% -
Bid Size: -		 -
Ask Size: -		 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: 12.88
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -7.14
Time value: 2.94
Break-even: 479.40
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.58
Spread abs.: 0.30
Spread %: 11.36%
Delta: 0.39
Theta: -0.14
Omega: 5.01
Rho: 0.61
 

Quote data

Open: 2.19
High: 2.19
Low: 2.19
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.33%
1 Month
  -6.01%
3 Months
  -60.11%
YTD
  -75.91%
1 Year
  -77.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.19 1.76
1M High / 1M Low: 2.33 1.61
6M High / 6M Low: 14.60 1.61
High (YTD): 14/03/2024 14.60
Low (YTD): 21/06/2024 1.61
52W High: 14/03/2024 14.60
52W Low: 21/06/2024 1.61
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.87
Avg. volume 1M:   0.00
Avg. price 6M:   6.46
Avg. volume 6M:   0.00
Avg. price 1Y:   6.68
Avg. volume 1Y:   0.00
Volatility 1M:   136.60%
Volatility 6M:   124.46%
Volatility 1Y:   115.34%
Volatility 3Y:   -