OverviewChartNewsTraderScreen

Morgan Stanley Call 450 NTH 20.09.../  DE000MB297G3  /

Stuttgart
2024-05-02  8:29:21 PM Chg.-0.100 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.390EUR -20.41% -
Bid Size: -		 -
Ask Size: -		 NORTHROP GRUMMAN DL ... 450.00 - 2024-09-20 Call
 

Master data

WKN: MB297G
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-09-20
Issue date: 2023-01-11
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.45
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.04
Implied volatility: 0.38
Historic volatility: 0.19
Parity: 0.04
Time value: 0.44
Break-even: 498.00
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.59
Theta: -0.17
Omega: 5.54
Rho: 0.84
 

Quote data

Open: 0.460
High: 0.470
Low: 0.390
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month  
+5.41%
3 Months  
+39.29%
YTD
  -13.33%
1 Year
  -38.10%
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.440
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: 0.630 0.240
High (YTD): 2024-01-15 0.550
Low (YTD): 2024-01-29 0.240
52W High: 2023-10-18 0.810
52W Low: 2024-01-29 0.240
Avg. price 1W:   0.475
Avg. volume 1W:   0.000
Avg. price 1M:   0.360
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   0.470
Avg. volume 1Y:   0.000
Volatility 1M:   184.49%
Volatility 6M:   139.40%
Volatility 1Y:   151.18%
Volatility 3Y:   -