JP Morgan Put 18 NCLH 20.09.2024
/ DE000JB8K3M2
JP Morgan Put 18 NCLH 20.09.2024/ DE000JB8K3M2 /
| 06/06/2024 10:49:40 |
Chg.-0.020 |
Bid19:48:47 |
Ask19:48:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-13.33% |
0.140
Bid Size: 300,000 |
0.150
Ask Size: 300,000 |
Norwegian Cruise Lin... |
18.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.46 |
| Parity: |
-0.04 |
| Time value: |
0.14 |
| Break-even: |
15.15 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-4.81 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-31.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.280 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
27/02/2024 |
0.330 |
| Low (YTD): |
28/03/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
