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JP Morgan Call 14 NCLH 17.01.2025/  DE000JS8UJN3  /

EUWAX
5/17/2024  10:31:30 AM Chg.+0.010 Bid1:04:56 PM Ask1:04:56 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.360
Bid Size: 25,000		 0.370
Ask Size: 25,000		 Norwegian Cruise Lin... 14.00 - 1/17/2025 Call
 

Master data

WKN: JS8UJN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 1/17/2025
Issue date: 3/13/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.95
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.06
Implied volatility: 0.70
Historic volatility: 0.46
Parity: 0.06
Time value: 0.31
Break-even: 17.70
Moneyness: 1.04
Premium: 0.21
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.66
Theta: -0.01
Omega: 2.60
Rho: 0.04
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -31.37%
3 Months
  -25.53%
YTD
  -53.95%
1 Year
  -22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.330
1M High / 1M Low: 0.660 0.330
6M High / 6M Low: 0.810 0.330
High (YTD): 3/28/2024 0.790
Low (YTD): 5/15/2024 0.330
52W High: 7/5/2023 1.030
52W Low: 11/13/2023 0.280
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.474
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   0.585
Avg. volume 1Y:   0.000
Volatility 1M:   155.95%
Volatility 6M:   133.53%
Volatility 1Y:   119.09%
Volatility 3Y:   -