Morgan Stanley Call 12.5 NDX1 21.06.2024
/ DE000MB7Z9P0
Morgan Stanley Call 12.5 NDX1 21..../ DE000MB7Z9P0 /
| 2024-06-05 8:46:47 AM |
Chg.+0.07 |
Bid9:45:43 AM |
Ask9:45:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
+3.15% |
2.13
Bid Size: 30,000 |
2.15
Ask Size: 30,000 |
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: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.40 |
| Parity: |
1.90 |
| Time value: |
0.37 |
| Break-even: |
14.77 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
1.79% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
5.06 |
| Rho: |
0.00 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.51% |
| 1 Month |
|
|
+19.27% |
| 3 Months |
|
|
+108.18% |
| YTD |
|
|
+129.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.15 |
| 1M High / 1M Low: |
3.06 |
1.73 |
| 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: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.68% |
| Volatility 6M: |
|
158.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
