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JP Morgan Call 22 NCLH 18.07.2025/  DE000JL89KV1  /

EUWAX
2024-11-12  10:50:32 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... 22.00 USD 2025-07-18 Call
 

Master data

WKN: JL89KV
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 22.00 USD
Maturity: 2025-07-18
Issue date: 2023-07-17
Last trading day: 2025-07-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.54
Implied volatility: 0.50
Historic volatility: 0.46
Parity: 0.54
Time value: 0.20
Break-even: 28.04
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.79
Theta: -0.01
Omega: 2.79
Rho: 0.09
 

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  
+29.82%
1 Month  
+64.44%
3 Months  
+516.67%
YTD  
+60.87%
1 Year  
+428.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.570
1M High / 1M Low: 0.750 0.440
6M High / 6M Low: 0.750 0.100
High (YTD): 2024-11-11 0.750
Low (YTD): 2024-08-15 0.100
52W High: 2024-11-11 0.750
52W Low: 2024-08-15 0.100
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   146.77%
Volatility 6M:   180.29%
Volatility 1Y:   163.58%
Volatility 3Y:   -