Morgan Stanley Call 14.25 NDX1 21.06.2024
/ DE000MB80ZT7
Morgan Stanley Call 14.25 NDX1 21.../ DE000MB80ZT7 /
2024-06-05 6:52:07 PM |
Chg.+0.020 |
Bid7:07:24 PM |
Ask7:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.820EUR |
+2.50% |
0.810 Bid Size: 2,500 |
0.850 Ask Size: 2,500 |
NORDEX SE O.N. |
14.25 - |
2024-06-21 |
Call |
Master data
WKN: |
MB80ZT |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.25 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-28 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.64 |
Historic volatility: |
0.40 |
Parity: |
0.15 |
Time value: |
0.70 |
Break-even: |
15.10 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
1.95 |
Spread abs.: |
0.04 |
Spread %: |
4.94% |
Delta: |
0.56 |
Theta: |
-0.02 |
Omega: |
9.53 |
Rho: |
0.00 |
Quote data
Open: |
0.810 |
High: |
0.860 |
Low: |
0.750 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.23% |
1 Month |
|
|
-6.82% |
3 Months |
|
|
+20.59% |
YTD |
|
|
+15.49% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.800 |
1M High / 1M Low: |
1.610 |
0.760 |
6M High / 6M Low: |
1.610 |
0.410 |
High (YTD): |
2024-05-14 |
1.610 |
Low (YTD): |
2024-04-02 |
0.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.696 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.75% |
Volatility 6M: |
|
157.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |