JP Morgan Put 350 ULTA 20.09.2024
/ DE000JB6QB31
JP Morgan Put 350 ULTA 20.09.2024/ DE000JB6QB31 /
| 2024-08-09 8:10:31 AM |
Chg.-0.26 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
350.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6QB3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.55 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
2.55 |
| Time value: |
0.65 |
| Break-even: |
288.66 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
2.95% |
| Delta: |
-0.69 |
| Theta: |
-0.16 |
| Omega: |
-6.35 |
| Rho: |
-0.26 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.00% |
| 1 Month |
|
|
+387.50% |
| 3 Months |
|
|
+155.74% |
| YTD |
|
|
+305.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.38 |
2.91 |
| 1M High / 1M Low: |
3.38 |
0.39 |
| 6M High / 6M Low: |
3.38 |
0.19 |
| High (YTD): |
2024-08-08 |
3.38 |
| Low (YTD): |
2024-04-02 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.47% |
| Volatility 6M: |
|
325.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
