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JP Morgan Call 18 NCLH 20.09.2024/  DE000JB8K3N0  /

EUWAX
2024-05-17  10:44:39 AM Chg.+0.009 Bid4:44:48 PM Ask4:44:48 PM Underlying Strike price Expiration date Option type
0.099EUR +10.00% 0.099
Bid Size: 300,000		 0.110
Ask Size: 300,000		 Norwegian Cruise Lin... 18.00 USD 2024-09-20 Call
 

Master data

WKN: JB8K3N
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.43
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.45
Parity: -0.20
Time value: 0.10
Break-even: 17.57
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 13.40%
Delta: 0.40
Theta: -0.01
Omega: 5.77
Rho: 0.02
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -55.00%
3 Months
  -55.00%
YTD
  -78.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.085
1M High / 1M Low: 0.330 0.085
6M High / 6M Low: - -
High (YTD): 2024-03-28 0.450
Low (YTD): 2024-05-15 0.085
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -