JP Morgan Put 18 NCLH 20.12.2024
/ DE000JK7Z2Q0
JP Morgan Put 18 NCLH 20.12.2024/ DE000JK7Z2Q0 /
| 12/08/2024 12:42:12 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Norwegian Cruise Lin... |
18.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
JK7Z2Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
13/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.45 |
| Parity: |
0.21 |
| Time value: |
0.10 |
| Break-even: |
14.90 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-3.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.330 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
