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JP Morgan Call 550 ULTA 20.09.202.../  DE000JB66NR2  /

EUWAX
05/06/2024  10:26:29 Chg.-0.010 Bid21:10:13 Ask21:10:13 Underlying Strike price Expiration date Option type
0.069EUR -12.66% 0.066
Bid Size: 5,000		 0.170
Ask Size: 5,000		 Ulta Beauty Inc 550.00 USD 20/09/2024 Call
 

Master data

WKN: JB66NR
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Ulta Beauty Inc
Type: Warrant
Option type: Call
Strike price: 550.00 USD
Maturity: 20/09/2024
Issue date: 17/11/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 62.78
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.26
Parity: -14.76
Time value: 0.57
Break-even: 511.13
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 2.37
Spread abs.: 0.50
Spread %: 714.29%
Delta: 0.13
Theta: -0.10
Omega: 8.31
Rho: 0.12
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.41%
1 Month
  -76.21%
3 Months
  -98.68%
YTD
  -97.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.079
1M High / 1M Low: 0.290 0.079
6M High / 6M Low: 6.590 0.079
High (YTD): 14/03/2024 6.590
Low (YTD): 04/06/2024 0.079
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   0.000
Avg. price 6M:   2.693
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   403.04%
Volatility 6M:   228.19%
Volatility 1Y:   -
Volatility 3Y:   -