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JP Morgan Call 18 NCLH 17.01.2025/  DE000JS6WMP2  /

EUWAX
2024-06-14  11:39:33 AM Chg.-0.020 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 18.00 - 2025-01-17 Call
 

Master data

WKN: JS6WMP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.73
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.47
Parity: -0.25
Time value: 0.20
Break-even: 20.00
Moneyness: 0.86
Premium: 0.29
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.48
Theta: -0.01
Omega: 3.67
Rho: 0.03
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+50.00%
3 Months
  -40.00%
YTD
  -55.56%
1 Year
  -60.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.580 0.150
High (YTD): 2024-03-28 0.530
Low (YTD): 2024-05-24 0.150
52W High: 2023-07-11 0.800
52W Low: 2024-05-24 0.150
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   172.44%
Volatility 6M:   164.36%
Volatility 1Y:   154.29%
Volatility 3Y:   -