JP Morgan Put 16 NCLH 21.06.2024/  DE000JB7L1L8  /

EUWAX
2024-05-15  9:06:11 AM Chg.+0.012 Bid11:34:58 AM Ask11:34:58 AM Underlying Strike price Expiration date Option type
0.089EUR +15.58% 0.087
Bid Size: 20,000
0.097
Ask Size: 20,000
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: -15.60
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.04
Implied volatility: 0.41
Historic volatility: 0.46
Parity: 0.04
Time value: 0.06
Break-even: 13.87
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 7.53%
Delta: -0.54
Theta: -0.01
Omega: -8.43
Rho: -0.01
 

Quote data

Open: 0.089
High: 0.089
Low: 0.089
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.25%
1 Month  
+12.66%
3 Months
  -44.38%
YTD  
+12.66%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.070
1M High / 1M Low: 0.097 0.033
6M High / 6M Low: - -
High (YTD): 2024-02-21 0.170
Low (YTD): 2024-03-28 0.025
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   538.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -