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JP Morgan Call 470 ULTA 17.01.202.../  DE000JL5AAH9  /

EUWAX
12/07/2024  08:49:02 Chg.+0.16 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.65EUR +10.74% -
Bid Size: -		 -
Ask Size: -		 Ulta Beauty Inc 470.00 - 17/01/2025 Call
 

Master data

WKN: JL5AAH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 17/01/2025
Issue date: 24/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.32
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.26
Parity: -9.14
Time value: 2.32
Break-even: 493.20
Moneyness: 0.81
Premium: 0.30
Premium p.a.: 0.67
Spread abs.: 0.30
Spread %: 14.85%
Delta: 0.33
Theta: -0.13
Omega: 5.43
Rho: 0.53
 

Quote data

Open: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.13%
1 Month
  -4.07%
3 Months
  -63.97%
YTD
  -79.09%
1 Year
  -81.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.30
1M High / 1M Low: 1.72 1.20
6M High / 6M Low: 13.23 1.20
High (YTD): 14/03/2024 13.23
Low (YTD): 21/06/2024 1.20
52W High: 14/03/2024 13.23
52W Low: 21/06/2024 1.20
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   5.55
Avg. volume 6M:   0.00
Avg. price 1Y:   5.80
Avg. volume 1Y:   0.00
Volatility 1M:   141.24%
Volatility 6M:   124.95%
Volatility 1Y:   122.04%
Volatility 3Y:   -