JP Morgan Put 390 ULTA 20.12.2024
/ DE000JK85669
JP Morgan Put 390 ULTA 20.12.2024/ DE000JK85669 /
8/12/2024 12:42:26 PM |
Chg.+0.29 |
Bid3:04:11 PM |
Ask3:04:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.88EUR |
+4.40% |
6.89 Bid Size: 1,000 |
6.98 Ask Size: 1,000 |
Ulta Beauty Inc |
390.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
JK8566 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
390.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.22 |
Intrinsic value: |
6.22 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
6.22 |
Time value: |
0.25 |
Break-even: |
292.68 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.14 |
Spread %: |
2.17% |
Delta: |
-0.78 |
Theta: |
-0.04 |
Omega: |
-3.55 |
Rho: |
-1.05 |
Quote data
Open: |
6.88 |
High: |
6.88 |
Low: |
6.88 |
Previous Close: |
6.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.42% |
1 Month |
|
|
+176.31% |
3 Months |
|
|
+111.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.91 |
6.12 |
1M High / 1M Low: |
6.91 |
2.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.50 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |