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JP Morgan Call 16 NCLH 21.06.2024/  DE000JB3W3N1  /

EUWAX
5/31/2024  9:47:10 AM Chg.-0.007 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.082EUR -7.87% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 USD 6/21/2024 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: 6/21/2024
Issue date: 10/25/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.31
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.06
Implied volatility: 0.47
Historic volatility: 0.46
Parity: 0.06
Time value: 0.04
Break-even: 15.75
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 8.70%
Delta: 0.66
Theta: -0.02
Omega: 10.10
Rho: 0.00
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+67.35%
1 Month
  -75.15%
3 Months
  -79.50%
YTD
  -84.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.061
1M High / 1M Low: 0.130 0.049
6M High / 6M Low: 0.570 0.049
High (YTD): 3/28/2024 0.520
Low (YTD): 5/24/2024 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.64%
Volatility 6M:   274.71%
Volatility 1Y:   -
Volatility 3Y:   -