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Morgan Stanley Call 40 NMM 21.06..../  DE000MD9SXE7  /

EUWAX
2024-05-28  9:49:07 AM Chg.-0.010 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 NEWMONT CORP. DL... 40.00 - 2024-06-21 Call
 

Master data

WKN: MD9SXE
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.88
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.32
Parity: -0.13
Time value: 0.30
Break-even: 43.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 4.06
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.49
Theta: -0.08
Omega: 6.32
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.71%
1 Month
  -26.32%
3 Months  
+937.04%
YTD
  -37.78%
1 Year
  -52.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.197
1M High / 1M Low: 0.440 0.197
6M High / 6M Low: 0.480 0.026
High (YTD): 2024-05-20 0.440
Low (YTD): 2024-02-27 0.026
52W High: 2023-07-13 0.810
52W Low: 2024-02-27 0.026
Avg. price 1W:   0.277
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   1,550.685
Avg. price 1Y:   0.338
Avg. volume 1Y:   754.059
Volatility 1M:   283.25%
Volatility 6M:   375.59%
Volatility 1Y:   287.03%
Volatility 3Y:   -