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JP Morgan Call 16 NCLH 21.06.2024/  DE000JB3W3N1  /

EUWAX
2024-05-17  12:39:57 PM Chg.+0.010 Bid6:33:15 PM Ask6:33:15 PM Underlying Strike price Expiration date Option type
0.082EUR +13.89% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 USD 2024-06-21 Call
 

Master data

WKN: JB3W3N
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: 2024-06-21
Issue date: 2023-10-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.06
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.46
Parity: -0.01
Time value: 0.08
Break-even: 15.53
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.88
Spread abs.: 0.01
Spread %: 12.82%
Delta: 0.52
Theta: -0.01
Omega: 9.38
Rho: 0.01
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.00%
1 Month
  -64.35%
3 Months
  -64.35%
YTD
  -84.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.062
1M High / 1M Low: 0.380 0.062
6M High / 6M Low: 0.570 0.062
High (YTD): 2024-03-28 0.520
Low (YTD): 2024-05-15 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   309.57%
Volatility 6M:   233.22%
Volatility 1Y:   -
Volatility 3Y:   -