JP Morgan Put 270 ULTA 20.12.2024
/ DE000JT6V036
JP Morgan Put 270 ULTA 20.12.2024/ DE000JT6V036 /
10/17/2024 12:35:51 PM |
Chg.-0.110 |
Bid1:29:47 PM |
Ask1:29:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
-47.83% |
0.130 Bid Size: 1,000 |
0.280 Ask Size: 1,000 |
Ulta Beauty Inc |
270.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JT6V03 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
270.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/12/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-104.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.30 |
Parity: |
-9.50 |
Time value: |
0.33 |
Break-even: |
245.34 |
Moneyness: |
0.72 |
Premium: |
0.29 |
Premium p.a.: |
3.20 |
Spread abs.: |
0.20 |
Spread %: |
153.85% |
Delta: |
-0.08 |
Theta: |
-0.09 |
Omega: |
-7.94 |
Rho: |
-0.05 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-45.45% |
1 Month |
|
|
-29.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
0.250 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.215 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
246.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |