JP Morgan Put 16 NCLH 20.09.2024
/ DE000JB8K3K6
JP Morgan Put 16 NCLH 20.09.2024/ DE000JB8K3K6 /
| 2024-05-17 10:44:38 AM |
Chg.0.000 |
Bid7:00:33 PM |
Ask7:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 300,000 |
0.160
Ask Size: 300,000 |
Norwegian Cruise Lin... |
16.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB8K3K |
| 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: |
2024-09-20 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.45 |
| Parity: |
0.01 |
| Time value: |
0.15 |
| Break-even: |
13.12 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-3.98 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
+15.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.140 |
| 1M High / 1M Low: |
0.170 |
0.086 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-27 |
0.220 |
| Low (YTD): |
2024-03-28 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
