JP Morgan Call 16 NCLH 18.07.2025
/ DE000JB3DUM8
JP Morgan Call 16 NCLH 18.07.2025/ DE000JB3DUM8 /
04/09/2024 09:50:59 |
Chg.-0.010 |
Bid18:52:39 |
Ask18:52:39 |
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 |
18/07/2025 |
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: |
18/07/2025 |
Issue date: |
27/09/2023 |
Last trading day: |
17/07/2025 |
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): |
28/03/2024 |
0.760 |
Low (YTD): |
08/08/2024 |
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: |
|
- |