JP Morgan Call 510 ULTA 17.01.2025
/ DE000JS6RMM9
JP Morgan Call 510 ULTA 17.01.202.../ DE000JS6RMM9 /
2024-10-17 8:27:31 AM |
Chg.-0.010 |
Bid1:35:13 PM |
Ask1:35:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-5.56% |
0.180 Bid Size: 1,000 |
0.330 Ask Size: 1,000 |
Ulta Beauty Inc |
510.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JS6RMM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
510.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-02-14 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
73.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.30 |
Parity: |
-16.63 |
Time value: |
0.47 |
Break-even: |
514.70 |
Moneyness: |
0.67 |
Premium: |
0.50 |
Premium p.a.: |
3.96 |
Spread abs.: |
0.30 |
Spread %: |
176.47% |
Delta: |
0.11 |
Theta: |
-0.10 |
Omega: |
8.15 |
Rho: |
0.08 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
-56.41% |
3 Months |
|
|
-83.96% |
YTD |
|
|
-97.22% |
1 Year |
|
|
-94.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.140 |
1M High / 1M Low: |
0.590 |
0.140 |
6M High / 6M Low: |
2.250 |
0.140 |
High (YTD): |
2024-03-14 |
10.400 |
Low (YTD): |
2024-10-11 |
0.140 |
52W High: |
2024-03-14 |
10.400 |
52W Low: |
2024-10-11 |
0.140 |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.327 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.770 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.229 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
291.08% |
Volatility 6M: |
|
278.05% |
Volatility 1Y: |
|
221.82% |
Volatility 3Y: |
|
- |