JP Morgan Put 360 ULTA 20.12.2024
/ DE000JK85636
JP Morgan Put 360 ULTA 20.12.2024/ DE000JK85636 /
| 8/9/2024 12:30:27 PM |
Chg.-0.27 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.67EUR |
-5.47% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
360.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
JK8563 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
3.47 |
| Time value: |
1.59 |
| Break-even: |
279.20 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.06% |
| Delta: |
-0.59 |
| Theta: |
-0.09 |
| Omega: |
-3.45 |
| Rho: |
-0.81 |
Quote data
| Open: |
4.67 |
| High: |
4.67 |
| Low: |
4.67 |
| Previous Close: |
4.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.37% |
| 1 Month |
|
|
+211.33% |
| 3 Months |
|
|
+114.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.94 |
4.27 |
| 1M High / 1M Low: |
4.94 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
