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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
2024-04-26  11:12:39 AM Chg.0.000 Bid7:50:48 AM Ask7:50:48 AM Underlying Strike price Expiration date Option type
0.140EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 - 2025-01-17 Put
 

Master data

WKN: JS6WMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.54
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.54
Parity: -0.19
Time value: 0.17
Break-even: 14.30
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 13.33%
Delta: -0.29
Theta: 0.00
Omega: -3.07
Rho: -0.05
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+27.27%
3 Months
  -41.67%
YTD
  -22.22%
1 Year
  -72.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.200 0.140
6M High / 6M Low: 0.440 0.110
High (YTD): 2024-02-21 0.270
Low (YTD): 2024-03-28 0.110
52W High: 2023-05-16 0.470
52W Low: 2024-03-28 0.110
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   129.58%
Volatility 6M:   119.26%
Volatility 1Y:   99.81%
Volatility 3Y:   -