JP Morgan Put 390 ULTA 16.01.2026
/ DE000JK42TL4
JP Morgan Put 390 ULTA 16.01.2026/ DE000JK42TL4 /
09/08/2024 11:29:16 |
Chg.- |
Bid08:39:08 |
Ask08:39:08 |
Underlying |
Strike price |
Expiration date |
Option type |
8.51EUR |
- |
8.81 Bid Size: 2,000 |
9.31 Ask Size: 2,000 |
Ulta Beauty Inc |
390.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK42TL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
390.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
01/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
6.21 |
Implied volatility: |
0.46 |
Historic volatility: |
0.27 |
Parity: |
6.21 |
Time value: |
3.12 |
Break-even: |
263.98 |
Moneyness: |
1.21 |
Premium: |
0.11 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.50 |
Spread %: |
5.66% |
Delta: |
-0.49 |
Theta: |
-0.04 |
Omega: |
-1.55 |
Rho: |
-3.42 |
Quote data
Open: |
8.51 |
High: |
8.51 |
Low: |
8.51 |
Previous Close: |
8.86 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.67% |
1 Month |
|
|
+69.18% |
3 Months |
|
|
+54.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.86 |
8.13 |
1M High / 1M Low: |
8.86 |
4.77 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.46 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |