JP Morgan Put 16 NCLH 21.06.2024
/ DE000JB7L1L8
JP Morgan Put 16 NCLH 21.06.2024/ DE000JB7L1L8 /
| 2024-04-29 8:58:49 AM |
Chg.+0.004 |
Bid9:26:08 AM |
Ask9:26:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+11.43% |
0.039
Bid Size: 10,000 |
0.049
Ask Size: 10,000 |
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: |
-38.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.54 |
| Parity: |
-0.30 |
| Time value: |
0.05 |
| Break-even: |
14.48 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
2.35 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-6.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.76% |
| 1 Month |
|
|
+56.00% |
| 3 Months |
|
|
-67.50% |
| YTD |
|
|
-50.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.033 |
| 1M High / 1M Low: |
0.085 |
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: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
