JP Morgan Call 480 ULTA 17.01.2025
/ DE000JL5AAK3
JP Morgan Call 480 ULTA 17.01.202.../ DE000JL5AAK3 /
10/17/2024 8:58:12 AM |
Chg.-0.010 |
Bid12:18:36 PM |
Ask12:18:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-3.03% |
0.350 Bid Size: 1,000 |
0.550 Ask Size: 1,000 |
Ulta Beauty Inc |
480.00 - |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
5/24/2023 |
Last trading day: |
1/16/2025 |
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): |
3/14/2024 |
12.570 |
Low (YTD): |
10/11/2024 |
0.260 |
52W High: |
3/14/2024 |
12.570 |
52W Low: |
10/11/2024 |
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: |
|
- |