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JP Morgan Call 18 NCLH 17.01.2025/  DE000JS6WMP2  /

EUWAX
2024-05-02  11:11:19 AM Chg.- Bid9:08:55 AM Ask9:08:55 AM Underlying Strike price Expiration date Option type
0.210EUR - 0.190
Bid Size: 15,000		 0.210
Ask Size: 15,000		 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: 4.19
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.45
Parity: -0.16
Time value: 0.39
Break-even: 21.90
Moneyness: 0.91
Premium: 0.34
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.59
Theta: -0.01
Omega: 2.49
Rho: 0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.78%
1 Month
  -46.15%
3 Months
  -38.24%
YTD
  -61.11%
1 Year
  -36.36%
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.210
1M High / 1M Low: 0.420 0.210
6M High / 6M Low: 0.580 0.160
High (YTD): 2024-03-28 0.530
Low (YTD): 2024-05-02 0.210
52W High: 2023-07-11 0.800
52W Low: 2023-11-10 0.160
Avg. price 1W:   0.345
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.399
Avg. volume 1Y:   0.000
Volatility 1M:   202.71%
Volatility 6M:   178.98%
Volatility 1Y:   148.44%
Volatility 3Y:   -