JP Morgan Put 16 NCLH 19.07.2024
/ DE000JK2RLS5
JP Morgan Put 16 NCLH 19.07.2024/ DE000JK2RLS5 /
| 31/05/2024 09:47:53 |
Chg.- |
Bid08:01:26 |
Ask08:01:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
- |
0.057
Bid Size: 15,000 |
0.067
Ask Size: 15,000 |
Norwegian Cruise Lin... |
16.00 USD |
19/07/2024 |
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: |
19/07/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.56 |
| Parity: |
-0.04 |
| Time value: |
0.06 |
| Break-even: |
14.11 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-9.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.10% |
| 1 Month |
|
|
-39.09% |
| 3 Months |
|
|
-9.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.062 |
| 1M High / 1M Low: |
0.120 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
348.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
