JP Morgan Put 18 NCLH 20.09.2024
/ DE000JB8K3M2
JP Morgan Put 18 NCLH 20.09.2024/ DE000JB8K3M2 /
| 2024-05-17 10:44:40 AM |
Chg.0.000 |
Bid5:55:15 PM |
Ask5:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
0.00% |
0.250
Bid Size: 300,000 |
0.260
Ask Size: 300,000 |
Norwegian Cruise Lin... |
18.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
JB8K3M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 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: |
-5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.45 |
| Parity: |
0.20 |
| Time value: |
0.07 |
| Break-even: |
13.86 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-3.28 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+18.18% |
| 3 Months |
|
|
-16.13% |
| YTD |
|
|
+36.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.250 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-27 |
0.330 |
| Low (YTD): |
2024-03-28 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
