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

EUWAX
13/09/2024  08:58:26 Chg.-0.040 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.480EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 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: 46.79
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.29
Parity: -13.84
Time value: 0.73
Break-even: 487.30
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.82
Spread abs.: 0.20
Spread %: 37.74%
Delta: 0.16
Theta: -0.10
Omega: 7.47
Rho: 0.16
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month
  -44.19%
3 Months
  -68.00%
YTD
  -93.51%
1 Year
  -90.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.480
1M High / 1M Low: 1.090 0.320
6M High / 6M Low: 9.530 0.320
High (YTD): 14/03/2024 12.570
Low (YTD): 02/09/2024 0.320
52W High: 14/03/2024 12.570
52W Low: 02/09/2024 0.320
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.679
Avg. volume 1M:   0.000
Avg. price 6M:   2.182
Avg. volume 6M:   0.000
Avg. price 1Y:   4.378
Avg. volume 1Y:   0.000
Volatility 1M:   279.69%
Volatility 6M:   234.06%
Volatility 1Y:   187.17%
Volatility 3Y:   -