JP Morgan Put 410 ULTA 20.12.2024
/ DE000JK85685
JP Morgan Put 410 ULTA 20.12.2024/ DE000JK85685 /
| 2024-08-09 12:30:25 PM |
Chg.-0.33 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.05EUR |
-3.94% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
410.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK8568 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
410.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.05 |
| Intrinsic value: |
8.05 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
8.05 |
| Time value: |
0.53 |
| Break-even: |
289.80 |
| Moneyness: |
1.27 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.78% |
| Delta: |
-0.76 |
| Theta: |
-0.07 |
| Omega: |
-2.60 |
| Rho: |
-1.12 |
Quote data
| Open: |
8.05 |
| High: |
8.05 |
| Low: |
8.05 |
| Previous Close: |
8.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.76% |
| 1 Month |
|
|
+139.58% |
| 3 Months |
|
|
+93.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.38 |
7.54 |
| 1M High / 1M Low: |
8.38 |
2.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
