Morgan Stanley Call 40 NMM 21.06.2024
/ DE000MD9SXE7
Morgan Stanley Call 40 NMM 21.06..../ DE000MD9SXE7 /
2024-05-27 8:59:27 PM |
Chg.+0.062 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+27.19% |
- 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: |
16.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.71 |
Historic volatility: |
0.32 |
Parity: |
-0.13 |
Time value: |
0.24 |
Break-even: |
42.36 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
2.74 |
Spread abs.: |
0.00 |
Spread %: |
0.85% |
Delta: |
0.47 |
Theta: |
-0.06 |
Omega: |
7.74 |
Rho: |
0.01 |
Quote data
Open: |
0.250 |
High: |
0.290 |
Low: |
0.250 |
Previous Close: |
0.228 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-34.09% |
1 Month |
|
|
-23.68% |
3 Months |
|
|
+1015.38% |
YTD |
|
|
-35.56% |
1 Year |
|
|
-50.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
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: |
|
0.307 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.209 |
Avg. volume 6M: |
|
1,550.685 |
Avg. price 1Y: |
|
0.338 |
Avg. volume 1Y: |
|
757.028 |
Volatility 1M: |
|
272.81% |
Volatility 6M: |
|
376.89% |
Volatility 1Y: |
|
286.43% |
Volatility 3Y: |
|
- |