JP Morgan Put 370 ULTA 20.12.2024/  DE000JK85644  /

EUWAX
09/08/2024  12:30:25 Chg.- Bid08:21:26 Ask08:21:26 Underlying Strike price Expiration date Option type
5.27EUR - 5.52
Bid Size: 2,000
5.67
Ask Size: 2,000
Ulta Beauty Inc 370.00 USD 20/12/2024 Put
 

Master data

WKN: JK8564
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Put
Strike price: 370.00 USD
Maturity: 20/12/2024
Issue date: 22/04/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.19
Leverage: Yes

Calculated values

Fair value: 4.60
Intrinsic value: 4.38
Implied volatility: 0.45
Historic volatility: 0.27
Parity: 4.38
Time value: 1.31
Break-even: 282.06
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 2.71%
Delta: -0.63
Theta: -0.09
Omega: -3.27
Rho: -0.88
 

Quote data

Open: 5.27
High: 5.27
Low: 5.27
Previous Close: 5.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.88%
1 Month  
+194.41%
3 Months  
+109.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.56 4.84
1M High / 1M Low: 5.56 1.49
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.20
Avg. volume 1W:   0.00
Avg. price 1M:   3.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -