JP Morgan Put 450 ULTA 20.09.2024
/ DE000JB7L5F1
JP Morgan Put 450 ULTA 20.09.2024/ DE000JB7L5F1 /
| 2024-06-06 9:07:55 AM |
Chg.+0.09 |
Bid10:18:42 AM |
Ask10:18:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
+1.54% |
5.94
Bid Size: 1,000 |
6.14
Ask Size: 1,000 |
Ulta Beauty Inc |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB7L5F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.79 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
5.78 |
| Time value: |
0.43 |
| Break-even: |
351.73 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.20 |
| Spread %: |
3.33% |
| Delta: |
-0.75 |
| Theta: |
-0.06 |
| Omega: |
-4.31 |
| Rho: |
-0.96 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
5.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.63% |
| 1 Month |
|
|
+2.76% |
| 3 Months |
|
|
+361.24% |
| YTD |
|
|
+119.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.97 |
5.48 |
| 1M High / 1M Low: |
7.16 |
5.29 |
| 6M High / 6M Low: |
7.16 |
1.06 |
| High (YTD): |
2024-05-24 |
7.16 |
| Low (YTD): |
2024-03-14 |
1.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.02% |
| Volatility 6M: |
|
227.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
