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JP Morgan Put 12 NCLH 17.01.2025/  DE000JS6WML1  /

EUWAX
9/4/2024  10:29:53 AM Chg.+0.003 Bid7:27:52 PM Ask7:27:52 PM Underlying Strike price Expiration date Option type
0.029EUR +11.54% 0.030
Bid Size: 250,000		 0.040
Ask Size: 250,000		 Norwegian Cruise Lin... 12.00 - 1/17/2025 Put
 

Master data

WKN: JS6WML
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 12.00 -
Maturity: 1/17/2025
Issue date: 2/10/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -37.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.45
Parity: -0.39
Time value: 0.04
Break-even: 11.57
Moneyness: 0.75
Premium: 0.27
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 53.57%
Delta: -0.14
Theta: 0.00
Omega: -5.21
Rho: -0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month
  -25.64%
3 Months
  -42.00%
YTD
  -66.67%
1 Year
  -79.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.024
1M High / 1M Low: 0.072 0.024
6M High / 6M Low: 0.078 0.023
High (YTD): 2/21/2024 0.120
Low (YTD): 7/17/2024 0.023
52W High: 11/10/2023 0.220
52W Low: 7/17/2024 0.023
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.094
Avg. volume 1Y:   0.000
Volatility 1M:   189.81%
Volatility 6M:   206.03%
Volatility 1Y:   167.17%
Volatility 3Y:   -