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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
14/05/2024  13:58:31 Chg.+0.010 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.210EUR +5.00% -
Bid Size: -		 -
Ask Size: -		 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: -6.38
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.13
Implied volatility: 0.37
Historic volatility: 0.46
Parity: 0.13
Time value: 0.10
Break-even: 13.70
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 9.52%
Delta: -0.52
Theta: 0.00
Omega: -3.32
Rho: -0.07
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month  
+31.25%
3 Months
  -22.22%
YTD  
+16.67%
1 Year
  -54.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.220 0.140
6M High / 6M Low: 0.360 0.110
High (YTD): 21/02/2024 0.270
Low (YTD): 28/03/2024 0.110
52W High: 16/05/2023 0.470
52W Low: 28/03/2024 0.110
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.182
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.262
Avg. volume 1Y:   0.000
Volatility 1M:   171.64%
Volatility 6M:   130.32%
Volatility 1Y:   107.87%
Volatility 3Y:   -