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JP Morgan Put 16 NCLH 17.01.2025/  DE000JS6WMN7  /

EUWAX
2024-07-29  11:22:47 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 16.00 - 2025-01-17 Put
 

Master data

WKN: JS6WMN
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 16.00 -
Maturity: 2025-01-17
Issue date: 2023-02-10
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.93
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.55
Parity: -0.08
Time value: 0.13
Break-even: 14.70
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 18.18%
Delta: -0.35
Theta: 0.00
Omega: -4.56
Rho: -0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month     0.00%
3 Months
  -26.67%
YTD
  -38.89%
1 Year
  -47.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.081
1M High / 1M Low: 0.140 0.078
6M High / 6M Low: 0.270 0.078
High (YTD): 2024-02-21 0.270
Low (YTD): 2024-07-17 0.078
52W High: 2023-11-09 0.440
52W Low: 2024-07-17 0.078
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   0.000
Volatility 1M:   182.83%
Volatility 6M:   156.54%
Volatility 1Y:   130.63%
Volatility 3Y:   -