JP Morgan Put 300 ULTA 20.12.2024
/ DE000JT591Z4
JP Morgan Put 300 ULTA 20.12.2024/ DE000JT591Z4 /
| 10/17/2024 9:33:16 AM |
Chg.-0.100 |
Bid10:36:05 AM |
Ask10:36:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-23.81% |
0.320
Bid Size: 1,000 |
0.470
Ask Size: 1,000 |
Ulta Beauty Inc |
300.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JT591Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-77.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
-6.74 |
| Time value: |
0.44 |
| Break-even: |
271.85 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
1.95 |
| Spread abs.: |
0.14 |
| Spread %: |
45.45% |
| Delta: |
-0.12 |
| Theta: |
-0.10 |
| Omega: |
-9.07 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.82% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.420 |
| 1M High / 1M Low: |
0.560 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
