JP Morgan Put 400 ULTA 20.09.2024
/ DE000JB63S77
JP Morgan Put 400 ULTA 20.09.2024/ DE000JB63S77 /
| 2024-06-05 10:25:38 AM |
Chg.-0.03 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.67EUR |
-1.11% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
400.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB63S7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.97 |
| Time value: |
1.85 |
| Break-even: |
339.39 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
5.62% |
| Delta: |
-0.50 |
| Theta: |
-0.10 |
| Omega: |
-6.36 |
| Rho: |
-0.61 |
Quote data
| Open: |
2.67 |
| High: |
2.67 |
| Low: |
2.67 |
| Previous Close: |
2.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-8.87% |
| 3 Months |
|
|
+304.55% |
| YTD |
|
|
+79.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
2.53 |
| 1M High / 1M Low: |
3.81 |
2.53 |
| 6M High / 6M Low: |
3.81 |
0.46 |
| High (YTD): |
2024-05-24 |
3.81 |
| Low (YTD): |
2024-04-02 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.05% |
| Volatility 6M: |
|
272.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
