JP Morgan Call 470 ULTA 17.01.2025
/ DE000JL5AAH9
JP Morgan Call 470 ULTA 17.01.202.../ DE000JL5AAH9 /
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: |
|
- |