Morgan Stanley Call 15.5 NDX1 21.06.2024
/ DE000MB85XT1
Morgan Stanley Call 15.5 NDX1 21..../ DE000MB85XT1 /
| 2024-06-05 2:20:22 PM |
Chg.+0.010 |
Bid2:40:00 PM |
Ask2:40:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
0.370
Bid Size: 30,000 |
0.390
Ask Size: 30,000 |
NORDEX SE O.N. |
15.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB85XT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.40 |
| Parity: |
-1.10 |
| Time value: |
0.41 |
| Break-even: |
15.91 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
8.73 |
| Spread abs.: |
0.04 |
| Spread %: |
10.81% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
11.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
-24.49% |
| 3 Months |
|
|
-32.73% |
| YTD |
|
|
-38.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.910 |
0.360 |
| 6M High / 6M Low: |
0.940 |
0.290 |
| High (YTD): |
2024-05-14 |
0.910 |
| Low (YTD): |
2024-04-03 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.53% |
| Volatility 6M: |
|
137.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
