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JP Morgan Call 510 ULTA 17.01.202.../  DE000JS6RMM9  /

EUWAX
9/13/2024  8:28:32 AM Chg.-0.030 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.280EUR -9.68% -
Bid Size: -		 -
Ask Size: -		 Ulta Beauty Inc 510.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.29
Parity: -16.84
Time value: 0.50
Break-even: 515.00
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 2.32
Spread abs.: 0.20
Spread %: 66.67%
Delta: 0.12
Theta: -0.08
Omega: 7.93
Rho: 0.12
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -52.54%
3 Months
  -71.43%
YTD
  -95.42%
1 Year
  -92.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.280
1M High / 1M Low: 0.730 0.190
6M High / 6M Low: 7.790 0.190
High (YTD): 3/14/2024 10.400
Low (YTD): 8/30/2024 0.190
52W High: 3/14/2024 10.400
52W Low: 8/30/2024 0.190
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.431
Avg. volume 1M:   0.000
Avg. price 6M:   1.585
Avg. volume 6M:   0.000
Avg. price 1Y:   3.503
Avg. volume 1Y:   0.000
Volatility 1M:   301.07%
Volatility 6M:   259.92%
Volatility 1Y:   205.39%
Volatility 3Y:   -