Morgan Stanley Call 12.5 NDX1 21.06.2024
/ DE000MB7Z9P0
Morgan Stanley Call 12.5 NDX1 21..../ DE000MB7Z9P0 /
| 2024-06-11 2:24:09 PM |
Chg.-0.17 |
Bid4:58:39 PM |
Ask4:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-13.93% |
0.88
Bid Size: 35,000 |
0.92
Ask Size: 35,000 |
NORDEX SE O.N. |
12.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7Z9P |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.40 |
| Parity: |
0.94 |
| Time value: |
0.41 |
| Break-even: |
13.85 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.11 |
| Spread %: |
8.87% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
7.09 |
| Rho: |
0.00 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.05 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.70% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.22 |
| 1M High / 1M Low: |
3.06 |
1.22 |
| 6M High / 6M Low: |
3.06 |
0.63 |
| High (YTD): |
2024-05-14 |
3.06 |
| Low (YTD): |
2024-02-26 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.70% |
| Volatility 6M: |
|
165.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
