Morgan Stanley Call 10.5 NDX1 21.06.2024
/ DE000MB7ZLM6
Morgan Stanley Call 10.5 NDX1 21..../ DE000MB7ZLM6 /
| 2024-05-31 6:31:13 PM |
Chg.- |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
10.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZLM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.20 |
| Intrinsic value: |
4.18 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
4.18 |
| Time value: |
0.02 |
| Break-even: |
14.70 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.08 |
| Spread %: |
1.94% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
3.48 |
| Rho: |
0.00 |
Quote data
| Open: |
4.35 |
| High: |
4.37 |
| Low: |
4.16 |
| Previous Close: |
4.38 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.21% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+86.55% |
| YTD |
|
|
+132.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.38 |
4.07 |
| 1M High / 1M Low: |
4.96 |
3.44 |
| 6M High / 6M Low: |
4.96 |
1.05 |
| High (YTD): |
2024-05-14 |
4.96 |
| Low (YTD): |
2024-02-23 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.14% |
| Volatility 6M: |
|
145.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
