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Morgan Stanley Call 42.5 NMM 21.0.../  DE000MD9SXH0  /

EUWAX
2024-05-27  8:59:27 PM Chg.+0.036 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.137EUR +35.64% -
Bid Size: -		 -
Ask Size: -		 NEWMONT CORP. DL... 42.50 - 2024-06-21 Call
 

Master data

WKN: MD9SXH
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 42.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.32
Parity: -0.38
Time value: 0.11
Break-even: 43.58
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 4.65
Spread abs.: 0.00
Spread %: 1.89%
Delta: 0.31
Theta: -0.04
Omega: 10.94
Rho: 0.01
 

Quote data

Open: 0.115
High: 0.137
Low: 0.115
Previous Close: 0.101
Turnover: 1,190
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.65%
1 Month
  -41.95%
3 Months  
+621.05%
YTD
  -59.71%
1 Year
  -72.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.227 0.087
1M High / 1M Low: 0.250 0.087
6M High / 6M Low: 0.360 0.019
High (YTD): 2024-01-02 0.290
Low (YTD): 2024-02-28 0.019
52W High: 2023-07-13 0.680
52W Low: 2024-02-28 0.019
Avg. price 1W:   0.136
Avg. volume 1W:   2,000
Avg. price 1M:   0.160
Avg. volume 1M:   1,130
Avg. price 6M:   0.138
Avg. volume 6M:   4,209.661
Avg. price 1Y:   0.255
Avg. volume 1Y:   2,047.051
Volatility 1M:   352.49%
Volatility 6M:   436.92%
Volatility 1Y:   329.71%
Volatility 3Y:   -