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JP Morgan Call 16 NCLH 17.01.2025/  DE000JS6RMB2  /

EUWAX
2024-06-06  12:23:00 PM Chg.+0.030 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.390EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 - 2025-01-17 Call
 

Master data

WKN: JS6RMB
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-02-14
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.09
Implied volatility: 0.70
Historic volatility: 0.46
Parity: 0.09
Time value: 0.33
Break-even: 20.20
Moneyness: 1.06
Premium: 0.19
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.66
Theta: -0.01
Omega: 2.67
Rho: 0.04
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month  
+50.00%
3 Months
  -29.09%
YTD
  -40.00%
1 Year
  -18.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.260
1M High / 1M Low: 0.360 0.230
6M High / 6M Low: 0.700 0.230
High (YTD): 2024-03-28 0.650
Low (YTD): 2024-05-24 0.230
52W High: 2023-07-11 0.900
52W Low: 2023-11-10 0.210
Avg. price 1W:   0.296
Avg. volume 1W:   260
Avg. price 1M:   0.266
Avg. volume 1M:   56.522
Avg. price 6M:   0.444
Avg. volume 6M:   10.400
Avg. price 1Y:   0.474
Avg. volume 1Y:   5.078
Volatility 1M:   154.41%
Volatility 6M:   153.26%
Volatility 1Y:   138.85%
Volatility 3Y:   -