Morgan Stanley Call 9 SBSW 21.06..../  DE000MD9WAZ2  /

EUWAX
2024-05-21  9:27:12 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.063EUR -4.55% -
Bid Size: -
-
Ask Size: -
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: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month
  -27.59%
3 Months
  -64.61%
YTD
  -73.75%
1 Year
  -94.38%
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:   -