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Morgan Stanley Call 475 NTH 20.09.../  DE000MB24A21  /

Stuttgart
2024-06-07  9:24:21 PM Chg.-0.007 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.069EUR -9.21% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 475.00 - 2024-09-20 Call
 

Master data

WKN: MB24A2
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 475.00 -
Maturity: 2024-09-20
Issue date: 2023-01-06
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 60.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.68
Time value: 0.07
Break-even: 481.70
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.80
Spread abs.: 0.00
Spread %: 6.35%
Delta: 0.20
Theta: -0.09
Omega: 12.27
Rho: 0.22
 

Quote data

Open: 0.071
High: 0.074
Low: 0.069
Previous Close: 0.076
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -66.99%
3 Months
  -69.47%
YTD
  -77.74%
1 Year
  -84.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.069
1M High / 1M Low: 0.234 0.069
6M High / 6M Low: 0.460 0.069
High (YTD): 2024-01-04 0.410
Low (YTD): 2024-06-07 0.069
52W High: 2023-10-18 0.650
52W Low: 2024-06-07 0.069
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   0.314
Avg. volume 1Y:   0.000
Volatility 1M:   198.25%
Volatility 6M:   187.75%
Volatility 1Y:   189.36%
Volatility 3Y:   -