JP Morgan Call 16 NCLH 20.06.2025
/ DE000JK9RF26
JP Morgan Call 16 NCLH 20.06.2025/ DE000JK9RF26 /
| 08/11/2024 13:57:04 |
Chg.- |
Bid08:15:19 |
Ask08:15:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
1.14
Bid Size: 7,500 |
1.18
Ask Size: 7,500 |
Norwegian Cruise Lin... |
16.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
JK9RF2 |
| 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: |
20/06/2025 |
| Issue date: |
07/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.47 |
| Parity: |
1.05 |
| Time value: |
0.12 |
| Break-even: |
26.63 |
| Moneyness: |
1.71 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
3.54% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
1.96 |
| Rho: |
0.07 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.98% |
| 1 Month |
|
|
+46.05% |
| 3 Months |
|
|
+311.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.91 |
| 1M High / 1M Low: |
1.17 |
0.76 |
| 6M High / 6M Low: |
1.17 |
0.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.72% |
| Volatility 6M: |
|
130.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
