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JP Morgan Put 16 NCLH 20.09.2024/  DE000JB8K3K6  /

EUWAX
6/14/2024  10:43:50 AM Chg.+0.008 Bid12:36:03 PM Ask12:36:03 PM Underlying Strike price Expiration date Option type
0.070EUR +12.90% 0.073
Bid Size: 25,000		 0.083
Ask Size: 25,000		 Norwegian Cruise Lin... 16.00 USD 9/20/2024 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: 9/20/2024
Issue date: 12/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.91
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.46
Parity: -0.17
Time value: 0.08
Break-even: 14.14
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 15.15%
Delta: -0.27
Theta: -0.01
Omega: -5.89
Rho: -0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.48%
1 Month
  -53.33%
3 Months
  -17.65%
YTD
  -46.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.062
1M High / 1M Low: 0.160 0.062
6M High / 6M Low: 0.220 0.062
High (YTD): 2/27/2024 0.220
Low (YTD): 6/13/2024 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.137
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.24%
Volatility 6M:   189.84%
Volatility 1Y:   -
Volatility 3Y:   -