Morgan Stanley Call 42.5 NMM 21.06.2024
/ DE000MD9SXH0
Morgan Stanley Call 42.5 NMM 21.0.../ DE000MD9SXH0 /
2024-05-28 9:49:06 AM |
Chg.-0.002 |
Bid10:52:33 AM |
Ask10:52:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.135EUR |
-1.46% |
0.127 Bid Size: 15,000 |
0.131 Ask Size: 15,000 |
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: |
26.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.72 |
Historic volatility: |
0.32 |
Parity: |
-0.38 |
Time value: |
0.15 |
Break-even: |
43.98 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
6.13 |
Spread abs.: |
0.01 |
Spread %: |
9.63% |
Delta: |
0.34 |
Theta: |
-0.06 |
Omega: |
8.93 |
Rho: |
0.01 |
Quote data
Open: |
0.135 |
High: |
0.135 |
Low: |
0.135 |
Previous Close: |
0.137 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.53% |
1 Month |
|
|
-42.80% |
3 Months |
|
|
+610.53% |
YTD |
|
|
-60.29% |
1 Year |
|
|
-72.45% |
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: |
|
- |