JP Morgan Put 380 ULTA 20.09.2024
/ DE000JB6QB64
JP Morgan Put 380 ULTA 20.09.2024/ DE000JB6QB64 /
| 7/12/2024 8:10:32 AM |
Chg.-0.17 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-12.14% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
380.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
JB6QB6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
380.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/14/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-3.02 |
| Time value: |
1.13 |
| Break-even: |
337.12 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.20 |
| Spread %: |
21.51% |
| Delta: |
-0.27 |
| Theta: |
-0.14 |
| Omega: |
-8.96 |
| Rho: |
-0.21 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
-16.89% |
| 3 Months |
|
|
+11.82% |
| YTD |
|
|
+6.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.23 |
| 1M High / 1M Low: |
2.04 |
1.23 |
| 6M High / 6M Low: |
2.83 |
0.33 |
| High (YTD): |
5/24/2024 |
2.83 |
| Low (YTD): |
4/2/2024 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.35% |
| Volatility 6M: |
|
264.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
