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JP Morgan Call 22 NCLH 17.01.2025/  DE000JS6YNA8  /

EUWAX
7/29/2024  11:22:50 AM Chg.-0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% -
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: 12.01
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.55
Parity: -0.52
Time value: 0.14
Break-even: 23.40
Moneyness: 0.76
Premium: 0.39
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.36
Theta: -0.01
Omega: 4.27
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -14.29%
3 Months
  -45.45%
YTD
  -67.57%
1 Year
  -77.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.190 0.093
6M High / 6M Low: 0.330 0.068
High (YTD): 1/2/2024 0.350
Low (YTD): 5/24/2024 0.068
52W High: 7/31/2023 0.540
52W Low: 5/24/2024 0.068
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.168
Avg. volume 6M:   0.000
Avg. price 1Y:   0.200
Avg. volume 1Y:   0.000
Volatility 1M:   197.29%
Volatility 6M:   218.62%
Volatility 1Y:   197.20%
Volatility 3Y:   -