Morgan Stanley Call 9 SBSW 21.06.2024
/ DE000MD9WAZ2
Morgan Stanley Call 9 SBSW 21.06..../ DE000MD9WAZ2 /
2024-05-21 4:47:06 PM |
Chg.-0.001 |
Bid5:14:34 PM |
Ask5:14:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-1.52% |
0.065 Bid Size: 80,000 |
0.108 Ask Size: 80,000 |
Sibanye Stillwater |
9.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MD9WAZ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Sibanye Stillwater |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-31 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.36 |
Historic volatility: |
0.54 |
Parity: |
-3.76 |
Time value: |
0.11 |
Break-even: |
9.11 |
Moneyness: |
0.58 |
Premium: |
0.74 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.04 |
Spread %: |
66.15% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
5.98 |
Rho: |
0.00 |
Quote data
Open: |
0.061 |
High: |
0.065 |
Low: |
0.061 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.45% |
1 Month |
|
|
-25.29% |
3 Months |
|
|
-63.48% |
YTD |
|
|
-72.92% |
1 Year |
|
|
-94.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.051 |
1M High / 1M Low: |
0.072 |
0.047 |
6M High / 6M Low: |
0.320 |
0.047 |
High (YTD): |
2024-01-02 |
0.250 |
Low (YTD): |
2024-05-06 |
0.047 |
52W High: |
2023-05-22 |
1.160 |
52W Low: |
2024-05-06 |
0.047 |
Avg. price 1W: |
|
0.058 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.166 |
Avg. volume 6M: |
|
2.439 |
Avg. price 1Y: |
|
0.381 |
Avg. volume 1Y: |
|
8.268 |
Volatility 1M: |
|
118.20% |
Volatility 6M: |
|
165.31% |
Volatility 1Y: |
|
171.03% |
Volatility 3Y: |
|
- |