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JP Morgan Call 460 ULTA 17.01.202.../  DE000JL4EKW2  /

EUWAX
12/07/2024  08:38:27 Chg.+0.17 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.90EUR +9.83% -
Bid Size: -		 -
Ask Size: -		 Ulta Beauty Inc 460.00 - 17/01/2025 Call
 

Master data

WKN: JL4EKW
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 460.00 -
Maturity: 17/01/2025
Issue date: 31/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.51
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.26
Parity: -8.14
Time value: 2.61
Break-even: 486.10
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 0.62
Spread abs.: 0.30
Spread %: 12.99%
Delta: 0.36
Theta: -0.14
Omega: 5.22
Rho: 0.57
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.79%
1 Month
  -6.86%
3 Months
  -62.15%
YTD
  -77.78%
1 Year
  -79.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 1.51
1M High / 1M Low: 2.04 1.39
6M High / 6M Low: 13.91 1.39
High (YTD): 14/03/2024 13.91
Low (YTD): 21/06/2024 1.39
52W High: 14/03/2024 13.91
52W Low: 21/06/2024 1.39
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.62
Avg. volume 1M:   0.00
Avg. price 6M:   6.00
Avg. volume 6M:   0.00
Avg. price 1Y:   6.23
Avg. volume 1Y:   0.00
Volatility 1M:   141.74%
Volatility 6M:   128.59%
Volatility 1Y:   117.53%
Volatility 3Y:   -