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JP Morgan Call 490 ULTA 20.09.202.../  DE000JB6USJ5  /

EUWAX
2024-06-05  8:10:48 AM Chg.-0.010 Bid6:24:38 PM Ask6:24:38 PM Underlying Strike price Expiration date Option type
0.310EUR -3.13% 0.300
Bid Size: 10,000		 0.370
Ask Size: 10,000		 Ulta Beauty Inc 490.00 USD 2024-09-20 Call
 

Master data

WKN: JB6USJ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 490.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-14
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.66
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -9.24
Time value: 0.61
Break-even: 456.40
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.29
Spread abs.: 0.30
Spread %: 96.77%
Delta: 0.17
Theta: -0.09
Omega: 9.94
Rho: 0.16
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.38%
1 Month
  -62.65%
3 Months
  -96.47%
YTD
  -94.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.320
1M High / 1M Low: 0.870 0.320
6M High / 6M Low: 10.210 0.320
High (YTD): 2024-03-14 10.210
Low (YTD): 2024-06-04 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.508
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   4.714
Avg. volume 6M:   .379
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.34%
Volatility 6M:   186.85%
Volatility 1Y:   -
Volatility 3Y:   -