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Morgan Stanley Call 46 NMM 21.06..../  DE000MB79LK8  /

Stuttgart
2024-05-28  10:15:46 AM Chg.-0.020 Bid11:49:26 AM Ask11:49:26 AM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.350
Bid Size: 1,500		 0.370
Ask Size: 1,500		 NEWMONT CORP. DL... 46.00 - 2024-06-21 Call
 

Master data

WKN: MB79LK
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 2024-06-21
Issue date: 2023-06-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 85.89
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.32
Parity: -7.35
Time value: 0.45
Break-even: 46.45
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 15.37
Spread abs.: 0.08
Spread %: 21.62%
Delta: 0.15
Theta: -0.03
Omega: 13.18
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.57%
1 Month
  -56.10%
3 Months  
+236.45%
YTD
  -65.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.280
1M High / 1M Low: 0.790 0.280
6M High / 6M Low: 1.200 0.103
High (YTD): 2024-01-02 0.940
Low (YTD): 2024-02-27 0.103
52W High: - -
52W Low: - -
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.460
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.73%
Volatility 6M:   355.46%
Volatility 1Y:   -
Volatility 3Y:   -