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JP Morgan Call 18 NCLH 21.06.2024/  DE000JB3W3P6  /

EUWAX
2024-05-16  9:37:58 AM Chg.+0.004 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.020EUR +25.00% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 18.00 USD 2024-06-21 Call
 

Master data

WKN: JB3W3P
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: 2024-06-21
Issue date: 2023-10-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.16
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.46
Parity: -0.21
Time value: 0.03
Break-even: 16.79
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 3.60
Spread abs.: 0.01
Spread %: 55.56%
Delta: 0.22
Theta: -0.01
Omega: 12.24
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month
  -83.33%
3 Months
  -86.67%
YTD
  -94.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.016
1M High / 1M Low: 0.240 0.016
6M High / 6M Low: 0.440 0.016
High (YTD): 2024-03-28 0.370
Low (YTD): 2024-05-15 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.208
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   382.97%
Volatility 6M:   280.87%
Volatility 1Y:   -
Volatility 3Y:   -