JP Morgan Call 26 NCLH 16.01.2026
/ DE000JT61LD9
JP Morgan Call 26 NCLH 16.01.2026/ DE000JT61LD9 /
| 08/11/2024 11:52:07 |
Chg.- |
Bid11:21:59 |
Ask11:21:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
- |
0.680
Bid Size: 15,000 |
0.730
Ask Size: 15,000 |
Norwegian Cruise Lin... |
26.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JT61LD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
23/08/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.55 |
| Parity: |
0.11 |
| Time value: |
0.55 |
| Break-even: |
30.80 |
| Moneyness: |
1.04 |
| Premium: |
0.22 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
7.69% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
2.58 |
| Rho: |
0.12 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+57.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.520 |
| 1M High / 1M Low: |
0.680 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.615 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
