JP Morgan Put 390 ULTA 20.12.2024
/ DE000JK85669
JP Morgan Put 390 ULTA 20.12.2024/ DE000JK85669 /
| 12/08/2024 12:42:26 |
Chg.+0.29 |
Bid13:10:50 |
Ask13:10:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.88EUR |
+4.40% |
6.91
Bid Size: 1,000 |
7.00
Ask Size: 1,000 |
Ulta Beauty Inc |
390.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
19/12/2024 |
| 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: |
|
- |
