Morgan Stanley Call 14 VALE 21.06.../  DE000MD9WJU4  /

EUWAX
2024-05-22  2:19:56 PM Chg.-0.017 Bid6:14:35 PM Ask6:14:35 PM Underlying Strike price Expiration date Option type
0.055EUR -23.61% 0.052
Bid Size: 35,000
-
Ask Size: -
Vale SA 14.00 - 2024-06-21 Call
 

Master data

WKN: MD9WJU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Vale SA
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 179.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.28
Parity: -2.13
Time value: 0.07
Break-even: 14.07
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 6.91
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.10
Theta: 0.00
Omega: 18.22
Rho: 0.00
 

Quote data

Open: 0.053
High: 0.055
Low: 0.053
Previous Close: 0.072
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month
  -56.00%
3 Months
  -90.18%
YTD
  -97.47%
1 Year
  -96.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.082 0.053
1M High / 1M Low: 0.130 0.053
6M High / 6M Low: 2.350 0.053
High (YTD): 2024-01-02 2.250
Low (YTD): 2024-05-15 0.053
52W High: 2023-12-27 2.350
52W Low: 2024-05-15 0.053
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   1.124
Avg. volume 1Y:   0.000
Volatility 1M:   333.14%
Volatility 6M:   248.33%
Volatility 1Y:   208.10%
Volatility 3Y:   -