JP Morgan Put 16 NCLH 21.06.2024
/ DE000JB7L1L8
JP Morgan Put 16 NCLH 21.06.2024/ DE000JB7L1L8 /
04/06/2024 09:13:19 |
Chg.-0.012 |
Bid09:33:08 |
Ask09:33:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-38.71% |
0.017 Bid Size: 10,000 |
0.027 Ask Size: 10,000 |
Norwegian Cruise Lin... |
16.00 USD |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-38.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.56 |
Parity: |
-0.04 |
Time value: |
0.04 |
Break-even: |
14.35 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
1.68 |
Spread abs.: |
0.01 |
Spread %: |
30.30% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-14.31 |
Rho: |
0.00 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.019 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.65% |
1 Month |
|
|
-79.35% |
3 Months |
|
|
-69.35% |
YTD |
|
|
-75.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.031 |
1M High / 1M Low: |
0.097 |
0.025 |
6M High / 6M Low: |
- |
- |
High (YTD): |
21/02/2024 |
0.170 |
Low (YTD): |
22/05/2024 |
0.025 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
515.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |