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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
31/05/2024  11:39:40 Chg.0.000 Bid12:46:44 Ask12:46:44 Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.180
Bid Size: 25,000		 0.190
Ask Size: 25,000		 Norwegian Cruise Lin... 16.00 - 17/01/2025 Put
 

Master data

WKN: JS6WMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 17/01/2025
Issue date: 10/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.99
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.08
Implied volatility: 0.34
Historic volatility: 0.46
Parity: 0.08
Time value: 0.11
Break-even: 14.10
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 5.56%
Delta: -0.49
Theta: 0.00
Omega: -3.90
Rho: -0.06
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+20.00%
3 Months     0.00%
YTD     0.00%
1 Year
  -57.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.180
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: 0.310 0.110
High (YTD): 21/02/2024 0.270
Low (YTD): 28/03/2024 0.110
52W High: 09/11/2023 0.440
52W Low: 28/03/2024 0.110
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.251
Avg. volume 1Y:   0.000
Volatility 1M:   182.21%
Volatility 6M:   136.71%
Volatility 1Y:   111.59%
Volatility 3Y:   -