JP Morgan Call 540 ULTA 16.01.2026
/ DE000JK36VC1
JP Morgan Call 540 ULTA 16.01.202.../ DE000JK36VC1 /
| 20/06/2024 12:27:41 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
540.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
JK36VC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
04/03/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-16.14 |
| Time value: |
3.44 |
| Break-even: |
574.40 |
| Moneyness: |
0.70 |
| Premium: |
0.52 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.50 |
| Spread %: |
17.01% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
3.89 |
| Rho: |
1.50 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.95 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.19% |
| 3 Months |
|
|
-50.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.46 |
2.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
