JP Morgan Put 420 ULTA 20.09.2024
/ DE000JB63S93
JP Morgan Put 420 ULTA 20.09.2024/ DE000JB63S93 /
| 2024-06-05 10:25:38 AM |
Chg.-0.03 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.78EUR |
-0.79% |
3.89
Bid Size: 1,000 |
4.04
Ask Size: 1,000 |
Ulta Beauty Inc |
420.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB63S9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 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: |
-9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.81 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
2.81 |
| Time value: |
1.11 |
| Break-even: |
346.77 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
3.98% |
| Delta: |
-0.61 |
| Theta: |
-0.08 |
| Omega: |
-5.60 |
| Rho: |
-0.76 |
Quote data
| Open: |
3.78 |
| High: |
3.78 |
| Low: |
3.78 |
| Previous Close: |
3.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.92% |
| 1 Month |
|
|
-3.32% |
| 3 Months |
|
|
+329.55% |
| YTD |
|
|
+97.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.85 |
3.57 |
| 1M High / 1M Low: |
5.01 |
3.55 |
| 6M High / 6M Low: |
5.01 |
0.65 |
| High (YTD): |
2024-05-24 |
5.01 |
| Low (YTD): |
2024-04-02 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.98% |
| Volatility 6M: |
|
262.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
