JP Morgan Put 360 ULTA 20.09.2024
/ DE000JB6QB49
JP Morgan Put 360 ULTA 20.09.2024/ DE000JB6QB49 /
| 2024-06-05 8:10:43 AM |
Chg.-0.03 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
360.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB6QB4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 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: |
-27.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-2.70 |
| Time value: |
1.31 |
| Break-even: |
317.73 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.15 |
| Spread %: |
12.93% |
| Delta: |
-0.28 |
| Theta: |
-0.09 |
| Omega: |
-7.76 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.63% |
| 1 Month |
|
|
-23.18% |
| 3 Months |
|
|
+222.22% |
| YTD |
|
|
+30.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.10 |
| 1M High / 1M Low: |
2.01 |
1.10 |
| 6M High / 6M Low: |
2.01 |
0.23 |
| High (YTD): |
2024-05-24 |
2.01 |
| Low (YTD): |
2024-04-02 |
0.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.30% |
| Volatility 6M: |
|
260.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
