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Morgan Stanley Call 45 NMM 21.06..../  DE000MD9SXJ6  /

EUWAX
2024-05-23  8:49:07 PM Chg.-0.018 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.038EUR -32.14% -
Bid Size: -		 -
Ask Size: -		 NEWMONT CORP. DL... 45.00 - 2024-06-21 Call
 

Master data

WKN: MD9SXJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.32
Parity: -0.58
Time value: 0.06
Break-even: 45.62
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 5.84
Spread abs.: 0.00
Spread %: 5.08%
Delta: 0.20
Theta: -0.03
Omega: 12.78
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.043
Low: 0.038
Previous Close: 0.056
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.29%
1 Month
  -7.32%
3 Months  
+100.00%
YTD
  -84.03%
1 Year
  -92.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.127 0.056
1M High / 1M Low: 0.172 0.041
6M High / 6M Low: 0.270 0.015
High (YTD): 2024-01-02 0.205
Low (YTD): 2024-02-28 0.015
52W High: 2023-07-13 0.570
52W Low: 2024-02-28 0.015
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.089
Avg. volume 1M:   7,238.095
Avg. price 6M:   0.093
Avg. volume 6M:   2,088.710
Avg. price 1Y:   0.198
Avg. volume 1Y:   1,214.844
Volatility 1M:   938.66%
Volatility 6M:   463.60%
Volatility 1Y:   347.08%
Volatility 3Y:   -