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JP Morgan Put 350 ULTA 17.01.2025/  DE000JS6RMK3  /

EUWAX
10/17/2024  8:27:32 AM Chg.-0.22 Bid12:59:01 PM Ask12:59:01 PM Underlying Strike price Expiration date Option type
1.51EUR -12.72% 1.47
Bid Size: 1,000		 1.55
Ask Size: 1,000		 Ulta Beauty Inc 350.00 - 1/17/2025 Put
 

Master data

WKN: JS6RMK
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 1/17/2025
Issue date: 2/14/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.58
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 0.63
Implied volatility: 0.22
Historic volatility: 0.30
Parity: 0.63
Time value: 1.04
Break-even: 333.30
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 9.87%
Delta: -0.52
Theta: -0.06
Omega: -10.61
Rho: -0.49
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.88%
1 Month  
+13.53%
3 Months  
+17.05%
YTD  
+16.15%
1 Year
  -57.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.08 1.72
1M High / 1M Low: 2.08 0.96
6M High / 6M Low: 4.60 0.96
High (YTD): 8/8/2024 4.60
Low (YTD): 4/2/2024 0.46
52W High: 8/8/2024 4.60
52W Low: 4/2/2024 0.46
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   1.97
Avg. volume 6M:   0.00
Avg. price 1Y:   1.82
Avg. volume 1Y:   0.00
Volatility 1M:   208.30%
Volatility 6M:   174.01%
Volatility 1Y:   175.66%
Volatility 3Y:   -