JP Morgan Put 350 ULTA 17.01.2025
/ DE000JS6RMK3
JP Morgan Put 350 ULTA 17.01.2025/ DE000JS6RMK3 /
| 13/09/2024 08:28:32 |
Chg.-0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
-0.57% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
350.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
14/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.29 |
| Parity: |
0.84 |
| Time value: |
0.89 |
| Break-even: |
332.70 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
9.49% |
| Delta: |
-0.52 |
| Theta: |
-0.04 |
| Omega: |
-10.34 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.16% |
| 1 Month |
|
|
-36.16% |
| 3 Months |
|
|
+10.19% |
| YTD |
|
|
+33.08% |
| 1 Year |
|
|
-40.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.63 |
| 1M High / 1M Low: |
2.92 |
1.63 |
| 6M High / 6M Low: |
4.60 |
0.46 |
| High (YTD): |
08/08/2024 |
4.60 |
| Low (YTD): |
02/04/2024 |
0.46 |
| 52W High: |
08/08/2024 |
4.60 |
| 52W Low: |
02/04/2024 |
0.46 |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
181.83% |
| Volatility 6M: |
|
212.97% |
| Volatility 1Y: |
|
166.49% |
| Volatility 3Y: |
|
- |
