Morgan Stanley Call 14.5 NDX1 21.06.2024
/ DE000MB80ZU5
Morgan Stanley Call 14.5 NDX1 21..../ DE000MB80ZU5 /
| 2024-05-31 9:18:11 PM |
Chg.-0.140 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-17.50% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
14.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB80ZU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
0.13 |
| Time value: |
0.61 |
| Break-even: |
15.24 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.06 |
| Spread %: |
8.82% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
11.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.660 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-4.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.680 |
| 1M High / 1M Low: |
1.440 |
0.620 |
| 6M High / 6M Low: |
1.440 |
0.380 |
| High (YTD): |
2024-05-14 |
1.440 |
| Low (YTD): |
2024-04-05 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.652 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.03% |
| Volatility 6M: |
|
156.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
