Morgan Stanley Call 10 SBSW 21.06.../  DE000MD9WB06  /

EUWAX
2024-05-21  4:47:06 PM Chg.-0.001 Bid4:49:30 PM Ask4:49:30 PM Underlying Strike price Expiration date Option type
0.061EUR -1.61% 0.060
Bid Size: 80,000
0.103
Ask Size: 80,000
Sibanye Stillwater 10.00 - 2024-06-21 Call
 

Master data

WKN: MD9WB0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 49.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.53
Historic volatility: 0.54
Parity: -4.76
Time value: 0.11
Break-even: 10.11
Moneyness: 0.52
Premium: 0.93
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 69.35%
Delta: 0.11
Theta: -0.01
Omega: 5.53
Rho: 0.00
 

Quote data

Open: 0.058
High: 0.061
Low: 0.058
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.49%
1 Month
  -18.67%
3 Months
  -63.91%
YTD
  -67.89%
1 Year
  -93.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.062 0.048
1M High / 1M Low: 0.065 0.046
6M High / 6M Low: 0.270 0.046
High (YTD): 2024-01-04 0.220
Low (YTD): 2024-05-10 0.046
52W High: 2023-05-22 0.970
52W Low: 2024-05-10 0.046
Avg. price 1W:   0.054
Avg. volume 1W:   120
Avg. price 1M:   0.053
Avg. volume 1M:   30
Avg. price 6M:   0.150
Avg. volume 6M:   4.878
Avg. price 1Y:   0.325
Avg. volume 1Y:   3.543
Volatility 1M:   109.49%
Volatility 6M:   163.27%
Volatility 1Y:   171.21%
Volatility 3Y:   -