Morgan Stanley Call 39 NMM 21.06.2024
/ DE000MB79137
Morgan Stanley Call 39 NMM 21.06..../ DE000MB79137 /
| 23/05/2024 21:12:34 |
Chg.-0.83 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
-27.76% |
-
Bid Size: - |
-
Ask Size: - |
NEWMONT CORP. DL... |
39.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB7913 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.32 |
| Parity: |
0.16 |
| Time value: |
2.59 |
| Break-even: |
41.75 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
7.83 |
| Rho: |
0.01 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.16 |
| Previous Close: |
2.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.18% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
+596.77% |
| YTD |
|
|
-4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
2.99 |
| 1M High / 1M Low: |
3.58 |
1.17 |
| 6M High / 6M Low: |
3.58 |
0.22 |
| High (YTD): |
20/05/2024 |
3.58 |
| Low (YTD): |
27/02/2024 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.13% |
| Volatility 6M: |
|
271.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
