JP Morgan Put 12 NCLH 18.07.2025
/ DE000JL9ZFU0
JP Morgan Put 12 NCLH 18.07.2025/ DE000JL9ZFU0 /
2024-09-04 10:29:46 AM |
Chg.+0.005 |
Bid8:05:58 PM |
Ask8:05:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
+6.49% |
0.083 Bid Size: 250,000 |
0.093 Ask Size: 250,000 |
Norwegian Cruise Lin... |
12.00 USD |
2025-07-18 |
Put |
Master data
WKN: |
JL9ZFU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
12.00 USD |
Maturity: |
2025-07-18 |
Issue date: |
2023-08-11 |
Last trading day: |
2025-07-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.45 |
Parity: |
-0.51 |
Time value: |
0.11 |
Break-even: |
9.76 |
Moneyness: |
0.68 |
Premium: |
0.39 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
37.50% |
Delta: |
-0.16 |
Theta: |
0.00 |
Omega: |
-2.33 |
Rho: |
-0.03 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.077 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.14% |
1 Month |
|
|
-3.53% |
3 Months |
|
|
-18.00% |
YTD |
|
|
-36.92% |
1 Year |
|
|
-56.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.070 |
1M High / 1M Low: |
0.130 |
0.070 |
6M High / 6M Low: |
0.140 |
0.062 |
High (YTD): |
2024-02-21 |
0.170 |
Low (YTD): |
2024-07-24 |
0.062 |
52W High: |
2023-11-10 |
0.260 |
52W Low: |
2024-07-24 |
0.062 |
Avg. price 1W: |
|
0.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.097 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.101 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.143 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
142.43% |
Volatility 6M: |
|
140.26% |
Volatility 1Y: |
|
118.14% |
Volatility 3Y: |
|
- |