Morgan Stanley Call 240 NSC 20.12.2024
/ DE000MB386N0
Morgan Stanley Call 240 NSC 20.12.../ DE000MB386N0 /
| 2024-04-26 8:47:51 PM |
Chg.+0.05 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+2.43% |
-
Bid Size: - |
-
Ask Size: - |
Norfolk Southern Cor... |
240.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB386N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-03 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
-1.48 |
| Time value: |
2.14 |
| Break-even: |
261.40 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
2.39% |
| Delta: |
0.50 |
| Theta: |
-0.06 |
| Omega: |
5.27 |
| Rho: |
0.59 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.11 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.65% |
| 1 Month |
|
|
-25.70% |
| 3 Months |
|
|
+17.22% |
| YTD |
|
|
-7.86% |
| 1 Year |
|
|
+16.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
1.86 |
| 1M High / 1M Low: |
3.06 |
1.86 |
| 6M High / 6M Low: |
3.69 |
0.72 |
| High (YTD): |
2024-03-13 |
3.69 |
| Low (YTD): |
2024-01-17 |
1.70 |
| 52W High: |
2024-03-13 |
3.69 |
| 52W Low: |
2023-10-27 |
0.72 |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.07 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
117.56% |
| Volatility 6M: |
|
129.32% |
| Volatility 1Y: |
|
120.52% |
| Volatility 3Y: |
|
- |
