Morgan Stanley Call 92.5 XS4 21.0.../  DE000MB0MT92  /

EUWAX
2024-05-17  8:56:22 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.020EUR -13.04% -
Bid Size: -
-
Ask Size: -
ON SEMICOND. D... 92.50 - 2024-06-21 Call
 

Master data

WKN: MB0MT9
Issuer: Morgan Stanley
Currency: EUR
Underlying: ON SEMICOND. DL-,01
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 167.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.40
Parity: -2.53
Time value: 0.04
Break-even: 92.90
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 28.42
Spread abs.: 0.02
Spread %: 81.82%
Delta: 0.07
Theta: -0.03
Omega: 12.03
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.020
Low: 0.012
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -51.22%
3 Months
  -94.12%
YTD
  -97.18%
1 Year
  -98.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.021
1M High / 1M Low: 0.044 0.021
6M High / 6M Low: 0.780 0.021
High (YTD): 2024-01-02 0.610
Low (YTD): 2024-05-10 0.021
52W High: 2023-08-01 2.660
52W Low: 2024-05-10 0.021
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   0.892
Avg. volume 1Y:   0.000
Volatility 1M:   244.16%
Volatility 6M:   271.19%
Volatility 1Y:   225.07%
Volatility 3Y:   -