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JP Morgan Call 18 NCLH 17.01.2025/  DE000JS6WMP2  /

EUWAX
13/06/2024  11:43:11 Chg.+0.030 Bid17:57:03 Ask17:57:03 Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.240
Bid Size: 300,000		 0.250
Ask Size: 300,000		 Norwegian Cruise Lin... 18.00 - 17/01/2025 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: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.45
Parity: -0.13
Time value: 0.28
Break-even: 20.80
Moneyness: 0.93
Premium: 0.25
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.55
Theta: -0.01
Omega: 3.27
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+44.44%
3 Months
  -36.59%
YTD
  -51.85%
1 Year
  -57.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.290 0.150
6M High / 6M Low: 0.580 0.150
High (YTD): 28/03/2024 0.530
Low (YTD): 24/05/2024 0.150
52W High: 11/07/2023 0.800
52W Low: 24/05/2024 0.150
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   0.000
Avg. price 1Y:   0.382
Avg. volume 1Y:   0.000
Volatility 1M:   169.12%
Volatility 6M:   169.79%
Volatility 1Y:   153.59%
Volatility 3Y:   -