JP Morgan Put 380 ULTA 16.01.2026/  DE000JK36VB3  /

EUWAX
25/07/2024  11:59:30 Chg.+0.53 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
5.87EUR +9.93% -
Bid Size: -
-
Ask Size: -
Ulta Beauty Inc 380.00 USD 16/01/2026 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: 16/01/2026
Issue date: 04/03/2024
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.59
Leverage: Yes

Calculated values

Fair value: 3.94
Intrinsic value: 0.96
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 0.96
Time value: 5.14
Break-even: 289.63
Moneyness: 1.03
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.65
Spread %: 11.84%
Delta: -0.38
Theta: -0.04
Omega: -2.14
Rho: -2.83
 

Quote data

Open: 5.87
High: 5.87
Low: 5.87
Previous Close: 5.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.97%
1 Month  
+19.07%
3 Months  
+28.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.34 4.66
1M High / 1M Low: 5.34 4.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.99
Avg. volume 1W:   0.00
Avg. price 1M:   4.87
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -