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JP Morgan Call 14 NCLH 18.07.2025/  DE000JB5C0B4  /

EUWAX
2024-05-17  9:22:27 AM Chg.+0.020 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.460EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 14.00 USD 2025-07-18 Call
 

Master data

WKN: JB5C0B
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 14.00 USD
Maturity: 2025-07-18
Issue date: 2023-11-01
Last trading day: 2025-07-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.16
Implied volatility: 0.60
Historic volatility: 0.46
Parity: 0.16
Time value: 0.30
Break-even: 17.48
Moneyness: 1.12
Premium: 0.21
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 4.55%
Delta: 0.72
Theta: 0.00
Omega: 2.25
Rho: 0.07
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -29.23%
3 Months
  -13.21%
YTD
  -45.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.430
1M High / 1M Low: 0.760 0.430
6M High / 6M Low: 0.890 0.410
High (YTD): 2024-03-28 0.870
Low (YTD): 2024-05-15 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   200
Avg. price 1M:   0.560
Avg. volume 1M:   150
Avg. price 6M:   0.643
Avg. volume 6M:   24.194
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.62%
Volatility 6M:   107.95%
Volatility 1Y:   -
Volatility 3Y:   -