JP Morgan Put 22 NCLH 17.01.2025
/ DE000JL53JB1
JP Morgan Put 22 NCLH 17.01.2025/ DE000JL53JB1 /
2024-06-14 8:45:38 AM |
Chg.+0.010 |
Bid5:02:46 PM |
Ask5:02:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+2.27% |
- Bid Size: - |
- Ask Size: - |
Norwegian Cruise Lin... |
22.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
JL53JB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-07-05 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.38 |
Implied volatility: |
0.48 |
Historic volatility: |
0.46 |
Parity: |
0.38 |
Time value: |
0.09 |
Break-even: |
15.79 |
Moneyness: |
1.23 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
-0.63 |
Theta: |
0.00 |
Omega: |
-2.22 |
Rho: |
-0.09 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.65% |
1 Month |
|
|
-23.73% |
3 Months |
|
|
+15.38% |
YTD |
|
|
+7.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.470 |
0.430 |
1M High / 1M Low: |
0.610 |
0.420 |
6M High / 6M Low: |
0.630 |
0.330 |
High (YTD): |
2024-02-21 |
0.630 |
Low (YTD): |
2024-03-28 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.06% |
Volatility 6M: |
|
104.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |