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JP Morgan Call 16 NCLH 18.07.2025/  DE000JB3DUM8  /

EUWAX
9/4/2024  9:50:59 AM Chg.-0.010 Bid6:52:39 PM Ask6:52:39 PM Underlying Strike price Expiration date Option type
0.380EUR -2.56% 0.370
Bid Size: 300,000		 0.380
Ask Size: 300,000		 Norwegian Cruise Lin... 16.00 USD 7/18/2025 Call
 

Master data

WKN: JB3DUM
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 16.00 USD
Maturity: 7/18/2025
Issue date: 9/27/2023
Last trading day: 7/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.15
Implied volatility: 0.55
Historic volatility: 0.46
Parity: 0.15
Time value: 0.26
Break-even: 18.58
Moneyness: 1.10
Premium: 0.17
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.69
Theta: -0.01
Omega: 2.70
Rho: 0.06
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month     0.00%
3 Months
  -9.52%
YTD
  -47.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.390
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.760 0.250
High (YTD): 3/28/2024 0.760
Low (YTD): 8/8/2024 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   0.479
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.78%
Volatility 6M:   123.77%
Volatility 1Y:   -
Volatility 3Y:   -