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Morgan Stanley Call 77.5 NEE 21.0.../  DE000MD9SW72  /

EUWAX
2024-05-23  4:24:00 PM Chg.-0.046 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.094EUR -32.86% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 77.50 - 2024-06-21 Call
 

Master data

WKN: MD9SW7
Issuer: Morgan Stanley
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.96
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.70
Time value: 0.14
Break-even: 78.94
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 3.15
Spread abs.: 0.00
Spread %: 2.13%
Delta: 0.27
Theta: -0.06
Omega: 13.11
Rho: 0.01
 

Quote data

Open: 0.138
High: 0.138
Low: 0.094
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.35%
1 Month  
+235.71%
3 Months  
+308.70%
YTD  
+36.23%
1 Year
  -85.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.172 0.118
1M High / 1M Low: 0.189 0.025
6M High / 6M Low: 0.189 0.018
High (YTD): 2024-05-15 0.189
Low (YTD): 2024-03-21 0.018
52W High: 2023-06-19 0.680
52W Low: 2024-03-21 0.018
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   0.191
Avg. volume 1Y:   0.000
Volatility 1M:   319.33%
Volatility 6M:   220.17%
Volatility 1Y:   193.80%
Volatility 3Y:   -