Morgan Stanley Call 80 XS4 21.06..../  DE000MD9U5U7  /

EUWAX
2024-05-31  9:04:08 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.057EUR -5.00% -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 80.00 - 2024-06-21 Call
 

Master data

WKN: MD9U5U
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2022-10-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.40
Parity: -1.27
Time value: 0.08
Break-even: 80.79
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 26.85
Spread abs.: 0.00
Spread %: 5.33%
Delta: 0.15
Theta: -0.06
Omega: 13.18
Rho: 0.01
 

Quote data

Open: 0.050
High: 0.057
Low: 0.050
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.72%
1 Month
  -62.25%
3 Months
  -92.88%
YTD
  -95.48%
1 Year
  -97.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.057
1M High / 1M Low: 0.169 0.057
6M High / 6M Low: 1.370 0.057
High (YTD): 2024-01-02 1.160
Low (YTD): 2024-05-31 0.057
52W High: 2023-08-01 3.410
52W Low: 2024-05-31 0.057
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   136.364
Avg. price 6M:   0.527
Avg. volume 6M:   24
Avg. price 1Y:   1.266
Avg. volume 1Y:   11.719
Volatility 1M:   558.84%
Volatility 6M:   332.43%
Volatility 1Y:   258.49%
Volatility 3Y:   -