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JP Morgan Call 480 ULTA 17.01.202.../  DE000JL5AAK3  /

EUWAX
17/10/2024  08:58:12 Chg.-0.010 Bid14:05:07 Ask14:05:07 Underlying Strike price Expiration date Option type
0.320EUR -3.03% 0.320
Bid Size: 1,000		 0.470
Ask Size: 1,000		 Ulta Beauty Inc 480.00 - 17/01/2025 Call
 

Master data

WKN: JL5AAK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 480.00 -
Maturity: 17/01/2025
Issue date: 24/05/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.09
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.30
Parity: -13.63
Time value: 0.52
Break-even: 485.20
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 2.93
Spread abs.: 0.20
Spread %: 62.50%
Delta: 0.13
Theta: -0.11
Omega: 8.58
Rho: 0.10
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -53.62%
3 Months
  -80.49%
YTD
  -95.68%
1 Year
  -90.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 1.020 0.260
6M High / 6M Low: 3.120 0.260
High (YTD): 14/03/2024 12.570
Low (YTD): 11/10/2024 0.260
52W High: 14/03/2024 12.570
52W Low: 11/10/2024 0.260
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.589
Avg. volume 1M:   0.000
Avg. price 6M:   1.174
Avg. volume 6M:   0.000
Avg. price 1Y:   4.049
Avg. volume 1Y:   0.000
Volatility 1M:   274.88%
Volatility 6M:   251.77%
Volatility 1Y:   202.42%
Volatility 3Y:   -