Morgan Stanley Call 41 NMM 21.06.2024
/ DE000MB79152
Morgan Stanley Call 41 NMM 21.06..../ DE000MB79152 /
| 2024-05-28 10:15:34 AM |
Chg.-0.08 |
Bid10:21:43 AM |
Ask10:21:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-4.37% |
1.77
Bid Size: 1,500 |
1.80
Ask Size: 1,500 |
NEWMONT CORP. DL... |
41.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7915 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NEWMONT CORP. DL 1,60 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
20.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.32 |
| Parity: |
-2.35 |
| Time value: |
1.90 |
| Break-even: |
42.90 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
3.89 |
| Spread abs.: |
0.08 |
| Spread %: |
4.40% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
8.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.64% |
| 1 Month |
|
|
-18.22% |
| 3 Months |
|
|
+929.41% |
| YTD |
|
|
-5.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
1.27 |
| 1M High / 1M Low: |
2.71 |
1.27 |
| 6M High / 6M Low: |
2.71 |
0.16 |
| High (YTD): |
2024-05-20 |
2.71 |
| Low (YTD): |
2024-02-27 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.15% |
| Volatility 6M: |
|
313.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
