JP Morgan Call 470 ULTA 20.09.2024
/ DE000JB6USF3
JP Morgan Call 470 ULTA 20.09.202.../ DE000JB6USF3 /
| 6/20/2024 8:10:42 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
470.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB6USF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
470.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
-9.14 |
| Time value: |
0.52 |
| Break-even: |
475.20 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
2.33 |
| Spread abs.: |
0.20 |
| Spread %: |
62.50% |
| Delta: |
0.15 |
| Theta: |
-0.13 |
| Omega: |
11.13 |
| Rho: |
0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.89% |
| 3 Months |
|
|
-89.52% |
| YTD |
|
|
-94.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.540 |
0.330 |
| 6M High / 6M Low: |
11.610 |
0.330 |
| High (YTD): |
3/14/2024 |
11.610 |
| Low (YTD): |
6/20/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.859 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.37% |
| Volatility 6M: |
|
168.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
