OverviewChartNewsTraderScreen

JP Morgan Call 18 NCLH 17.01.2025/  DE000JS6WMP2  /

EUWAX
2024-05-20  11:29:53 AM Chg.-0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 18.00 - 2025-01-17 Call
 

Master data

WKN: JS6WMP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 18.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.55
Parity: -0.37
Time value: 0.18
Break-even: 19.80
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.63
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.44
Theta: -0.01
Omega: 3.50
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -48.48%
3 Months
  -32.00%
YTD
  -68.52%
1 Year
  -43.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.420 0.160
6M High / 6M Low: 0.580 0.160
High (YTD): 2024-03-28 0.530
Low (YTD): 2024-05-16 0.160
52W High: 2023-07-11 0.800
52W Low: 2024-05-16 0.160
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.394
Avg. volume 1Y:   0.000
Volatility 1M:   204.58%
Volatility 6M:   178.64%
Volatility 1Y:   150.29%
Volatility 3Y:   -