JP Morgan Put 390 ULTA 20.09.2024
/ DE000JB6QB80
JP Morgan Put 390 ULTA 20.09.2024/ DE000JB6QB80 /
7/12/2024 8:10:32 AM |
Chg.-0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
-11.30% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
390.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
JB6QB8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
390.00 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: |
-28.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.26 |
Parity: |
-2.10 |
Time value: |
1.35 |
Break-even: |
344.09 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.15 |
Spread %: |
12.50% |
Delta: |
-0.32 |
Theta: |
-0.14 |
Omega: |
-8.85 |
Rho: |
-0.25 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.77 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.93% |
1 Month |
|
|
-15.14% |
3 Months |
|
|
+19.85% |
YTD |
|
|
+18.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.94 |
1.57 |
1M High / 1M Low: |
2.51 |
1.57 |
6M High / 6M Low: |
3.31 |
0.39 |
High (YTD): |
5/24/2024 |
3.31 |
Low (YTD): |
4/2/2024 |
0.39 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.32% |
Volatility 6M: |
|
256.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |