JP Morgan Call 14 NCLH 17.01.2025
/ DE000JS8UJN3
JP Morgan Call 14 NCLH 17.01.2025/ DE000JS8UJN3 /
| 2024-05-02 12:57:00 PM |
Chg.-0.210 |
Bid5:41:42 PM |
Ask5:41:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-34.43% |
0.370
Bid Size: 300,000 |
0.380
Ask Size: 300,000 |
Norwegian Cruise Lin... |
14.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JS8UJN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.45 |
| Parity: |
0.24 |
| Time value: |
0.38 |
| Break-even: |
20.20 |
| Moneyness: |
1.17 |
| Premium: |
0.23 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
1.94 |
| Rho: |
0.04 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-29.82% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
-13.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.610 |
| 1M High / 1M Low: |
0.670 |
0.480 |
| 6M High / 6M Low: |
0.810 |
0.280 |
| High (YTD): |
2024-03-28 |
0.790 |
| Low (YTD): |
2024-02-27 |
0.420 |
| 52W High: |
2023-07-05 |
1.030 |
| 52W Low: |
2023-11-13 |
0.280 |
| Avg. price 1W: |
|
0.627 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.598 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.557 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.589 |
| Avg. volume 1Y: |
|
16.953 |
| Volatility 1M: |
|
106.62% |
| Volatility 6M: |
|
127.25% |
| Volatility 1Y: |
|
113.55% |
| Volatility 3Y: |
|
- |
