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JP Morgan Call 26 NCLH 17.01.2025/  DE000JS6YNC4  /

EUWAX
2024-06-06  11:48:40 AM Chg.- Bid11:20:59 AM Ask11:20:59 AM Underlying Strike price Expiration date Option type
0.065EUR - 0.060
Bid Size: 10,000		 0.080
Ask Size: 10,000		 Norwegian Cruise Lin... 26.00 - 2025-01-17 Call
 

Master data

WKN: JS6YNC
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 26.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.09
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.46
Parity: -0.93
Time value: 0.08
Break-even: 26.79
Moneyness: 0.64
Premium: 0.61
Premium p.a.: 1.17
Spread abs.: 0.02
Spread %: 33.90%
Delta: 0.23
Theta: -0.01
Omega: 4.80
Rho: 0.02
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.059
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.56%
1 Month  
+62.50%
3 Months
  -61.76%
YTD
  -74.00%
1 Year
  -69.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.036
1M High / 1M Low: 0.065 0.029
6M High / 6M Low: 0.270 0.029
High (YTD): 2024-01-02 0.240
Low (YTD): 2024-05-24 0.029
52W High: 2023-07-11 0.460
52W Low: 2024-05-24 0.029
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.124
Avg. volume 6M:   0.000
Avg. price 1Y:   0.164
Avg. volume 1Y:   49.412
Volatility 1M:   241.24%
Volatility 6M:   236.97%
Volatility 1Y:   210.64%
Volatility 3Y:   -