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JP Morgan Call 20 NCLH 17.01.2025/  DE000JS6YN98  /

EUWAX
2024-11-12  10:47:15 AM Chg.-0.010 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.740EUR -1.33% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 20.00 - 2025-01-17 Call
 

Master data

WKN: JS6YN9
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.61
Implied volatility: 0.80
Historic volatility: 0.46
Parity: 0.61
Time value: 0.10
Break-even: 27.10
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: -0.05
Spread %: -6.58%
Delta: 0.83
Theta: -0.02
Omega: 3.05
Rho: 0.03
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.62%
1 Month  
+89.74%
3 Months  
+927.78%
YTD  
+64.44%
1 Year  
+516.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.530
1M High / 1M Low: 0.750 0.400
6M High / 6M Low: 0.750 0.058
High (YTD): 2024-11-11 0.750
Low (YTD): 2024-08-08 0.058
52W High: 2024-11-11 0.750
52W Low: 2024-08-08 0.058
Avg. price 1W:   0.676
Avg. volume 1W:   0.000
Avg. price 1M:   0.515
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   317.460
Avg. price 1Y:   0.248
Avg. volume 1Y:   160.643
Volatility 1M:   185.46%
Volatility 6M:   239.67%
Volatility 1Y:   221.19%
Volatility 3Y:   -