JP Morgan Put 16 NCLH 19.07.2024
/ DE000JK2RLS5
JP Morgan Put 16 NCLH 19.07.2024/ DE000JK2RLS5 /
| 2024-05-20 9:30:05 AM |
Chg.- |
Bid8:05:35 AM |
Ask8:05:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Norwegian Cruise Lin... |
16.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
JK2RLS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.55 |
| Parity: |
0.04 |
| Time value: |
0.07 |
| Break-even: |
13.61 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-6.73 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
+23.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.098 |
| 1M High / 1M Low: |
0.120 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
