JP Morgan Call 470 ULTA 17.01.2025
/ DE000JL5AAH9
JP Morgan Call 470 ULTA 17.01.202.../ DE000JL5AAH9 /
8/12/2024 8:49:36 AM |
Chg.-0.080 |
Bid7:06:48 PM |
Ask7:06:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-17.02% |
0.360 Bid Size: 15,000 |
0.440 Ask Size: 15,000 |
Ulta Beauty Inc |
470.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/24/2023 |
Last trading day: |
1/16/2025 |
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): |
3/14/2024 |
13.230 |
Low (YTD): |
8/8/2024 |
0.410 |
52W High: |
3/14/2024 |
13.230 |
52W Low: |
8/8/2024 |
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: |
|
- |