Morgan Stanley Call 40 NMM 21.06.2024
/ DE000MB79145
Morgan Stanley Call 40 NMM 21.06..../ DE000MB79145 /
| 2024-05-28 10:15:34 AM |
Chg.-0.09 |
Bid4:56:31 PM |
Ask4:56:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
-3.86% |
2.15
Bid Size: 22,500 |
2.16
Ask Size: 22,500 |
NEWMONT CORP. DL... |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7914 |
| 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: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.32 |
| Parity: |
-1.35 |
| Time value: |
2.40 |
| Break-even: |
42.40 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
3.09 |
| Spread abs.: |
0.08 |
| Spread %: |
3.45% |
| Delta: |
0.47 |
| Theta: |
-0.06 |
| Omega: |
7.59 |
| Rho: |
0.01 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
-10.40% |
| 3 Months |
|
|
+1020.00% |
| YTD |
|
|
+9.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.04 |
1.68 |
| 1M High / 1M Low: |
3.17 |
1.63 |
| 6M High / 6M Low: |
3.17 |
0.19 |
| High (YTD): |
2024-05-20 |
3.17 |
| Low (YTD): |
2024-02-27 |
0.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
16.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.53% |
| Volatility 6M: |
|
296.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
