JP Morgan Put 16 NCLH 21.06.2024/  DE000JB7L1L8  /

EUWAX
2024-05-28  10:50:38 AM Chg.-0.014 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.037EUR -27.45% -
Bid Size: -
-
Ask Size: -
Norwegian Cruise Lin... 16.00 USD 2024-06-21 Put
 

Master data

WKN: JB7L1L
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 16.00 USD
Maturity: 2024-06-21
Issue date: 2023-12-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.45
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.01
Implied volatility: 0.34
Historic volatility: 0.56
Parity: 0.01
Time value: 0.04
Break-even: 14.18
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 20.00%
Delta: -0.51
Theta: -0.01
Omega: -13.46
Rho: -0.01
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month
  -5.13%
3 Months
  -50.67%
YTD
  -53.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.025
1M High / 1M Low: 0.097 0.025
6M High / 6M Low: - -
High (YTD): 2024-02-21 0.170
Low (YTD): 2024-05-22 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   695.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -