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JP Morgan Call 18 NCLH 18.07.2025/  DE000JL9ZFT2  /

EUWAX
2024-11-08  11:53:34 AM Chg.-0.060 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.960EUR -5.88% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 18.00 USD 2025-07-18 Call
 

Master data

WKN: JL9ZFT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 18.00 USD
Maturity: 2025-07-18
Issue date: 2023-08-11
Last trading day: 2025-07-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.45
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.87
Implied volatility: 0.67
Historic volatility: 0.47
Parity: 0.87
Time value: 0.17
Break-even: 27.19
Moneyness: 1.52
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 4.00%
Delta: 0.86
Theta: -0.01
Omega: 2.10
Rho: 0.08
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+45.45%
3 Months  
+336.36%
YTD  
+52.38%
1 Year  
+336.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.820
1M High / 1M Low: 1.020 0.660
6M High / 6M Low: 1.020 0.190
High (YTD): 2024-11-07 1.020
Low (YTD): 2024-08-08 0.190
52W High: 2024-11-07 1.020
52W Low: 2024-08-08 0.190
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   0.418
Avg. volume 6M:   0.000
Avg. price 1Y:   0.435
Avg. volume 1Y:   0.000
Volatility 1M:   120.65%
Volatility 6M:   145.83%
Volatility 1Y:   145.91%
Volatility 3Y:   -