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

EUWAX
2024-08-12  8:49:36 AM Chg.-0.080 Bid5:03:10 PM Ask5:03:10 PM Underlying Strike price Expiration date Option type
0.390EUR -17.02% 0.370
Bid Size: 15,000		 0.450
Ask Size: 15,000		 Ulta Beauty Inc 470.00 - 2025-01-17 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: 2025-01-17
Issue date: 2023-05-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.04
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.27
Parity: -17.48
Time value: 0.59
Break-even: 475.90
Moneyness: 0.63
Premium: 0.61
Premium p.a.: 2.01
Spread abs.: 0.20
Spread %: 51.28%
Delta: 0.13
Theta: -0.07
Omega: 6.60
Rho: 0.14
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.22%
1 Month
  -76.36%
3 Months
  -82.11%
YTD
  -95.06%
1 Year
  -94.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.410
1M High / 1M Low: 2.040 0.410
6M High / 6M Low: 13.230 0.410
High (YTD): 2024-03-14 13.230
Low (YTD): 2024-08-08 0.410
52W High: 2024-03-14 13.230
52W Low: 2024-08-08 0.410
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   1.108
Avg. volume 1M:   0.000
Avg. price 6M:   4.409
Avg. volume 6M:   0.000
Avg. price 1Y:   5.268
Avg. volume 1Y:   0.000
Volatility 1M:   220.79%
Volatility 6M:   149.20%
Volatility 1Y:   137.09%
Volatility 3Y:   -