JP Morgan Put 16 NCLH 21.06.2024
/ DE000JB7L1L8
JP Morgan Put 16 NCLH 21.06.2024/ DE000JB7L1L8 /
| 5/15/2024 9:06:11 AM |
Chg.+0.012 |
Bid9:27:03 AM |
Ask9:27:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.089EUR |
+15.58% |
0.096
Bid Size: 20,000 |
0.110
Ask Size: 20,000 |
Norwegian Cruise Lin... |
16.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
JB7L1L |
| 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: |
6/21/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.46 |
| Parity: |
0.02 |
| Time value: |
0.07 |
| Break-even: |
13.97 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
12.20% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-8.48 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.089 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.25% |
| 1 Month |
|
|
+12.66% |
| 3 Months |
|
|
-44.38% |
| YTD |
|
|
+12.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.070 |
| 1M High / 1M Low: |
0.097 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/21/2024 |
0.170 |
| Low (YTD): |
3/28/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
538.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
