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JP Morgan Put 18 NCLH 17.01.2025/  DE000JS9R8S4  /

EUWAX
2024-08-07  11:18:55 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.300EUR - -
Bid Size: -		 -
Ask Size: -		 Norwegian Cruise Lin... 18.00 - 2025-01-17 Put
 

Master data

WKN: JS9R8S
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Put
Strike price: 18.00 -
Maturity: 2025-01-17
Issue date: 2023-02-17
Last trading day: 2024-08-08
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.42
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.21
Implied volatility: 0.64
Historic volatility: 0.45
Parity: 0.21
Time value: 0.15
Break-even: 14.40
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.86%
Delta: -0.54
Theta: -0.01
Omega: -2.37
Rho: -0.04
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+36.36%
3 Months  
+20.00%
YTD  
+20.00%
1 Year
  -23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.320 0.300
6M High / 6M Low: 0.330 0.130
High (YTD): 2024-02-20 0.380
Low (YTD): 2024-07-17 0.130
52W High: 2023-11-10 0.570
52W Low: 2024-07-17 0.130
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.313
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   69.88%
Volatility 6M:   162.78%
Volatility 1Y:   132.41%
Volatility 3Y:   -