JP Morgan Call 32 NCLH 17.01.2025
/ DE000JL56Y84
JP Morgan Call 32 NCLH 17.01.2025/ DE000JL56Y84 /
2024-05-22 10:49:23 AM |
Chg.-0.001 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
-6.67% |
0.014 Bid Size: 5,000 |
0.044 Ask Size: 5,000 |
Norwegian Cruise Lin... |
32.00 - |
2025-01-17 |
Call |
Master data
WKN: |
JL56Y8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-06-15 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.45 |
Parity: |
-1.64 |
Time value: |
0.04 |
Break-even: |
32.44 |
Moneyness: |
0.49 |
Premium: |
1.08 |
Premium p.a.: |
2.05 |
Spread abs.: |
0.03 |
Spread %: |
214.29% |
Delta: |
0.13 |
Theta: |
0.00 |
Omega: |
4.77 |
Rho: |
0.01 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+55.56% |
1 Month |
|
|
-70.83% |
3 Months |
|
|
-69.57% |
YTD |
|
|
-89.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.009 |
1M High / 1M Low: |
0.059 |
0.009 |
6M High / 6M Low: |
0.150 |
0.009 |
High (YTD): |
2024-03-28 |
0.088 |
Low (YTD): |
2024-05-15 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.061 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.09% |
Volatility 6M: |
|
270.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |