JP Morgan Put 340 ULTA 20.12.2024
/ DE000JK9QCB7
JP Morgan Put 340 ULTA 20.12.2024/ DE000JK9QCB7 /
| 8/12/2024 8:40:41 AM |
Chg.+0.16 |
Bid1:29:28 PM |
Ask1:29:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
+4.43% |
3.78
Bid Size: 2,000 |
3.86
Ask Size: 2,000 |
Ulta Beauty Inc |
340.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK9QCB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
340.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
1.63 |
| Time value: |
2.30 |
| Break-even: |
272.26 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
3.97% |
| Delta: |
-0.51 |
| Theta: |
-0.11 |
| Omega: |
-3.80 |
| Rho: |
-0.67 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.29% |
| 1 Month |
|
|
+266.02% |
| 3 Months |
|
|
+134.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.27 |
| 1M High / 1M Low: |
3.90 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
