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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
6/10/2024  11:54:34 AM Chg.+0.010 Bid10:00:48 PM Ask10:00:48 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 - 1/17/2025 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: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.16
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.56
Parity: -0.03
Time value: 0.16
Break-even: 14.40
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 14.29%
Delta: -0.39
Theta: 0.00
Omega: -3.97
Rho: -0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -30.00%
3 Months
  -6.67%
YTD
  -22.22%
1 Year
  -57.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.210 0.120
6M High / 6M Low: 0.270 0.110
High (YTD): 2/21/2024 0.270
Low (YTD): 3/28/2024 0.110
52W High: 11/9/2023 0.440
52W Low: 3/28/2024 0.110
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.245
Avg. volume 1Y:   0.000
Volatility 1M:   140.83%
Volatility 6M:   136.94%
Volatility 1Y:   113.30%
Volatility 3Y:   -