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JP Morgan Call 28 NCLH 17.01.2025/  DE000JS6YND2  /

EUWAX
2024-05-02  11:11:24 AM Chg.-0.053 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.032EUR -62.35% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 28.00 - 2025-01-17 Call
 

Master data

WKN: JS6YND
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 28.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.45
Parity: -1.16
Time value: 0.10
Break-even: 29.00
Moneyness: 0.58
Premium: 0.77
Premium p.a.: 1.23
Spread abs.: 0.02
Spread %: 23.46%
Delta: 0.25
Theta: -0.01
Omega: 4.02
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.085
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -68.00%
1 Month
  -66.32%
3 Months
  -68.00%
YTD
  -84.00%
1 Year
  -75.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.032
1M High / 1M Low: 0.110 0.032
6M High / 6M Low: 0.230 0.032
High (YTD): 2024-01-02 0.190
Low (YTD): 2024-05-02 0.032
52W High: 2023-07-11 0.400
52W Low: 2024-05-02 0.032
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   0.143
Avg. volume 1Y:   0.000
Volatility 1M:   292.78%
Volatility 6M:   270.00%
Volatility 1Y:   215.39%
Volatility 3Y:   -