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JP Morgan Call 22 NCLH 17.01.2025/  DE000JS6YNA8  /

EUWAX
9/4/2024  10:29:54 AM Chg.+0.001 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.064EUR +1.59% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 22.00 - 1/17/2025 Call
 

Master data

WKN: JS6YNA
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.68
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.45
Parity: -0.61
Time value: 0.08
Break-even: 22.77
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 1.63
Spread abs.: 0.01
Spread %: 14.93%
Delta: 0.26
Theta: -0.01
Omega: 5.33
Rho: 0.01
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.99%
1 Month
  -11.11%
3 Months
  -36.00%
YTD
  -82.70%
1 Year
  -72.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.079 0.063
1M High / 1M Low: 0.079 0.034
6M High / 6M Low: 0.330 0.034
High (YTD): 1/2/2024 0.350
Low (YTD): 8/21/2024 0.034
52W High: 12/22/2023 0.400
52W Low: 8/21/2024 0.034
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   282.88%
Volatility 6M:   230.15%
Volatility 1Y:   215.36%
Volatility 3Y:   -