JP Morgan Put 420 ULTA 16.01.2026
/ DE000JK42TN0
JP Morgan Put 420 ULTA 16.01.2026/ DE000JK42TN0 /
12/07/2024 11:34:06 |
Chg.-0.22 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
6.37EUR |
-3.34% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
420.00 USD |
16/01/2026 |
Put |
Master data
WKN: |
JK42TN |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
420.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
01/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.00 |
Intrinsic value: |
0.65 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
0.65 |
Time value: |
5.51 |
Break-even: |
323.57 |
Moneyness: |
1.02 |
Premium: |
0.15 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.64 |
Spread %: |
11.65% |
Delta: |
-0.38 |
Theta: |
-0.04 |
Omega: |
-2.32 |
Rho: |
-3.09 |
Quote data
Open: |
6.37 |
High: |
6.37 |
Low: |
6.37 |
Previous Close: |
6.59 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.21% |
1 Month |
|
|
-2.75% |
3 Months |
|
|
+25.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.80 |
6.37 |
1M High / 1M Low: |
7.38 |
6.37 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |