JP Morgan Put 380 ULTA 20.09.2024
/ DE000JB6QB64
JP Morgan Put 380 ULTA 20.09.2024/ DE000JB6QB64 /
| 9/13/2024 12:51:54 PM |
Chg.-0.110 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-11.46% |
-
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: |
-52.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.29 |
| Parity: |
0.15 |
| Time value: |
0.50 |
| Break-even: |
336.58 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
1.42 |
| Spread abs.: |
0.09 |
| Spread %: |
16.13% |
| Delta: |
-0.53 |
| Theta: |
-0.47 |
| Omega: |
-27.70 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.78% |
| 1 Month |
|
|
-65.31% |
| 3 Months |
|
|
-42.57% |
| YTD |
|
|
-26.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
0.800 |
| 1M High / 1M Low: |
3.240 |
0.800 |
| 6M High / 6M Low: |
5.660 |
0.330 |
| High (YTD): |
8/8/2024 |
5.660 |
| Low (YTD): |
4/2/2024 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.44% |
| Volatility 6M: |
|
320.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
