JP Morgan Put 390 ULTA 26.07.2024
/ DE000JT3SZM5
JP Morgan Put 390 ULTA 26.07.2024/ DE000JT3SZM5 /
| 12/07/2024 10:17:52 |
Chg.-0.230 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-23.96% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
390.00 USD |
26/07/2024 |
Put |
Master data
| WKN: |
JT3SZM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 USD |
| Maturity: |
26/07/2024 |
| Issue date: |
05/07/2024 |
| Last trading day: |
25/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-67.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
-2.10 |
| Time value: |
0.56 |
| Break-even: |
351.99 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
5.74 |
| Spread abs.: |
0.20 |
| Spread %: |
55.56% |
| Delta: |
-0.25 |
| Theta: |
-0.43 |
| Omega: |
-17.00 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.730 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
