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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
6/3/2024  11:32:23 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
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: -8.39
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.09
Implied volatility: 0.31
Historic volatility: 0.56
Parity: 0.09
Time value: 0.09
Break-even: 14.20
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.51
Theta: 0.00
Omega: -4.24
Rho: -0.06
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -19.05%
3 Months
  -5.56%
YTD
  -5.56%
1 Year
  -54.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.180
1M High / 1M Low: 0.220 0.160
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:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   126.89%
Volatility 6M:   134.28%
Volatility 1Y:   111.67%
Volatility 3Y:   -