Morgan Stanley Call 14 NDX1 21.06.../  DE000MB7Z9V8  /

Stuttgart
2024-05-31  6:30:36 PM Chg.-0.160 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.990EUR -13.91% -
Bid Size: -
-
Ask Size: -
NORDEX SE O.N. 14.00 - 2024-06-21 Call
 

Master data

WKN: MB7Z9V
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2023-06-27
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.61
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.63
Implied volatility: 0.58
Historic volatility: 0.40
Parity: 0.63
Time value: 0.53
Break-even: 15.16
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.86
Spread abs.: 0.04
Spread %: 3.57%
Delta: 0.66
Theta: -0.02
Omega: 8.28
Rho: 0.00
 

Quote data

Open: 1.120
High: 1.130
Low: 0.990
Previous Close: 1.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.81%
1 Month  
+28.57%
3 Months  
+70.69%
YTD  
+32.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.950
1M High / 1M Low: 1.800 0.770
6M High / 6M Low: 1.800 0.440
High (YTD): 2024-05-14 1.800
Low (YTD): 2024-03-20 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   1.158
Avg. volume 1M:   272.727
Avg. price 6M:   0.747
Avg. volume 6M:   48
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.67%
Volatility 6M:   161.55%
Volatility 1Y:   -
Volatility 3Y:   -