JP Morgan Call 485 ULTA 20.09.2024
/ DE000JB66NJ9
JP Morgan Call 485 ULTA 20.09.202.../ DE000JB66NJ9 /
| 6/20/2024 10:21:16 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
485.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB66NJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
485.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/17/2023 |
| Last trading day: |
7/4/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
92.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.26 |
| Parity: |
-10.64 |
| Time value: |
0.41 |
| Break-even: |
489.10 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
2.87 |
| Spread abs.: |
0.20 |
| Spread %: |
95.24% |
| Delta: |
0.12 |
| Theta: |
-0.11 |
| Omega: |
11.40 |
| Rho: |
0.08 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-92.25% |
| YTD |
|
|
-96.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.400 |
0.200 |
| 6M High / 6M Low: |
10.590 |
0.200 |
| High (YTD): |
3/14/2024 |
10.590 |
| Low (YTD): |
6/20/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.42% |
| Volatility 6M: |
|
180.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
