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JP Morgan Call 14 NCLH 17.01.2025/  DE000JS8UJN3  /

EUWAX
2024-07-29  10:22:56 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 14.00 - 2025-01-17 Call
 

Master data

WKN: JS8UJN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2025-01-17
Issue date: 2023-03-13
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.28
Implied volatility: 0.87
Historic volatility: 0.55
Parity: 0.28
Time value: 0.25
Break-even: 19.30
Moneyness: 1.20
Premium: 0.15
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.74
Theta: -0.01
Omega: 2.34
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month
  -5.56%
3 Months
  -16.39%
YTD
  -32.89%
1 Year
  -45.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.520
1M High / 1M Low: 0.650 0.440
6M High / 6M Low: 0.790 0.320
High (YTD): 2024-03-28 0.790
Low (YTD): 2024-05-24 0.320
52W High: 2023-08-01 1.020
52W Low: 2023-11-13 0.280
Avg. price 1W:   0.586
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   0.527
Avg. volume 1Y:   0.000
Volatility 1M:   130.02%
Volatility 6M:   142.63%
Volatility 1Y:   126.40%
Volatility 3Y:   -