JP Morgan Put 16 NCLH 21.06.2024
/ DE000JB7L1L8
JP Morgan Put 16 NCLH 21.06.2024/ DE000JB7L1L8 /
| 6/3/2024 9:05:37 AM |
Chg.-0.008 |
Bid9:43:07 PM |
Ask9:43:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-20.51% |
0.019
Bid Size: 250,000 |
0.029
Ask Size: 250,000 |
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: |
-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: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.22% |
| 1 Month |
|
|
-66.30% |
| 3 Months |
|
|
-48.33% |
| YTD |
|
|
-60.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.036 |
| 1M High / 1M Low: |
0.097 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/21/2024 |
0.170 |
| Low (YTD): |
5/22/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
512.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
