JP Morgan Call 460 ULTA 20.09.2024
/ DE000JB6USD8
JP Morgan Call 460 ULTA 20.09.202.../ DE000JB6USD8 /
| 20/06/2024 08:10:42 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
460.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JB6USD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
14/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
66.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-8.14 |
| Time value: |
0.57 |
| Break-even: |
465.70 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.15 |
| Spread %: |
35.71% |
| Delta: |
0.17 |
| Theta: |
-0.13 |
| Omega: |
11.28 |
| Rho: |
0.11 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-37.68% |
| 3 Months |
|
|
-87.96% |
| YTD |
|
|
-93.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.690 |
0.430 |
| 6M High / 6M Low: |
12.340 |
0.430 |
| High (YTD): |
14/03/2024 |
12.340 |
| Low (YTD): |
20/06/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.27% |
| Volatility 6M: |
|
164.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
