Morgan Stanley Call 13.25 NDX1 21.06.2024
/ DE000MB7Z9S4
Morgan Stanley Call 13.25 NDX1 21.../ DE000MB7Z9S4 /
| 2024-06-05 3:14:58 PM |
Chg.+0.04 |
Bid5:07:59 PM |
Ask5:07:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+2.60% |
1.49
Bid Size: 30,000 |
1.51
Ask Size: 30,000 |
NORDEX SE O.N. |
13.25 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7Z9S |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.25 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.40 |
| Parity: |
1.15 |
| Time value: |
0.44 |
| Break-even: |
14.84 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.04 |
| Spread %: |
2.58% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.60 |
| Rho: |
0.00 |
Quote data
| Open: |
1.61 |
| High: |
1.64 |
| Low: |
1.58 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.33% |
| 1 Month |
|
|
+13.67% |
| 3 Months |
|
|
+79.55% |
| YTD |
|
|
+85.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.50 |
| 1M High / 1M Low: |
2.41 |
1.24 |
| 6M High / 6M Low: |
2.41 |
0.55 |
| High (YTD): |
2024-05-14 |
2.41 |
| Low (YTD): |
2024-02-27 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.04% |
| Volatility 6M: |
|
159.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
