JP Morgan Put 380 ULTA 16.01.2026
/ DE000JK36VB3
JP Morgan Put 380 ULTA 16.01.2026/ DE000JK36VB3 /
7/26/2024 12:19:04 PM |
Chg.+0.14 |
Bid8:53:53 PM |
Ask8:53:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.01EUR |
+2.39% |
5.90 Bid Size: 20,000 |
6.05 Ask Size: 20,000 |
Ulta Beauty Inc |
380.00 USD |
1/16/2026 |
Put |
Master data
WKN: |
JK36VB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
3/4/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.18 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
1.54 |
Time value: |
5.27 |
Break-even: |
282.09 |
Moneyness: |
1.05 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.70 |
Spread %: |
11.46% |
Delta: |
-0.39 |
Theta: |
-0.04 |
Omega: |
-1.92 |
Rho: |
-2.93 |
Quote data
Open: |
6.01 |
High: |
6.01 |
Low: |
6.01 |
Previous Close: |
5.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.43% |
1 Month |
|
|
+21.91% |
3 Months |
|
|
+29.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.87 |
4.83 |
1M High / 1M Low: |
5.87 |
4.32 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |