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Morgan Stanley Call 75 NEE 21.06..../  DE000MD9SW64  /

EUWAX
2024-05-28  9:49:07 AM Chg.-0.010 Bid10:27:09 AM Ask10:27:09 AM Underlying Strike price Expiration date Option type
0.250EUR -3.85% 0.260
Bid Size: 3,750		 0.280
Ask Size: 3,750		 NextEra Energy Inc 75.00 - 2024-06-21 Call
 

Master data

WKN: MD9SW6
Issuer: Morgan Stanley
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.26
Parity: -0.45
Time value: 0.27
Break-even: 77.70
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 3.36
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.38
Theta: -0.09
Omega: 9.99
Rho: 0.02
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.62%
1 Month  
+706.45%
3 Months  
+1150.00%
YTD  
+184.09%
1 Year
  -67.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.182
1M High / 1M Low: 0.310 0.038
6M High / 6M Low: 0.310 0.020
High (YTD): 2024-05-15 0.310
Low (YTD): 2024-02-28 0.020
52W High: 2023-06-19 0.800
52W Low: 2024-02-28 0.020
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   0.071
Avg. volume 6M:   242.661
Avg. price 1Y:   0.227
Avg. volume 1Y:   589.231
Volatility 1M:   390.30%
Volatility 6M:   256.35%
Volatility 1Y:   219.23%
Volatility 3Y:   -