JP Morgan Call 18 NCLH 17.01.2025
/ DE000JS6WMP2
JP Morgan Call 18 NCLH 17.01.2025/ DE000JS6WMP2 /
2024-05-17 1:59:17 PM |
Chg.+0.020 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+12.50% |
- 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: |
7.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.46 |
Parity: |
-0.34 |
Time value: |
0.19 |
Break-even: |
19.90 |
Moneyness: |
0.81 |
Premium: |
0.36 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.45 |
Theta: |
-0.01 |
Omega: |
3.49 |
Rho: |
0.03 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-41.94% |
3 Months |
|
|
-35.71% |
YTD |
|
|
-66.67% |
1 Year |
|
|
-41.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.420 |
0.160 |
6M High / 6M Low: |
0.580 |
0.160 |
High (YTD): |
2024-03-28 |
0.530 |
Low (YTD): |
2024-05-16 |
0.160 |
52W High: |
2023-07-11 |
0.800 |
52W Low: |
2024-05-16 |
0.160 |
Avg. price 1W: |
|
0.172 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.355 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.394 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
193.89% |
Volatility 6M: |
|
177.97% |
Volatility 1Y: |
|
149.42% |
Volatility 3Y: |
|
- |