JP Morgan Call 16 NCLH 19.07.2024
/ DE000JK2RLR7
JP Morgan Call 16 NCLH 19.07.2024/ DE000JK2RLR7 /
| 6/7/2024 9:54:06 AM |
Chg.-0.020 |
Bid3:58:53 PM |
Ask3:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-8.00% |
0.210
Bid Size: 250,000 |
0.220
Ask Size: 250,000 |
Norwegian Cruise Lin... |
16.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JK2RLR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.46 |
| Parity: |
0.20 |
| Time value: |
0.02 |
| Break-even: |
16.89 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
6.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.67% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.120 |
| 1M High / 1M Low: |
0.250 |
0.077 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
