JP Morgan Put 390 ULTA 21.06.2024
/ DE000JK597K2
JP Morgan Put 390 ULTA 21.06.2024/ DE000JK597K2 /
| 2024-06-07 10:03:24 AM |
Chg.+0.17 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+20.48% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
390.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
JK597K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
390.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-32.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.47 |
| Time value: |
0.63 |
| Break-even: |
347.07 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.15 |
| Spread %: |
15.79% |
| Delta: |
-0.56 |
| Theta: |
-0.29 |
| Omega: |
-18.11 |
| Rho: |
-0.08 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.54% |
| 1 Month |
|
|
-39.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.710 |
| 1M High / 1M Low: |
2.280 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
301.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
