OverviewChartNewsTraderScreen

Morgan Stanley Call 97.5 CHD 21.0.../  DE000MD9ULX8  /

EUWAX
2024-05-02  8:40:00 PM Chg.- Bid9:16:01 AM Ask9:16:01 AM Underlying Strike price Expiration date Option type
0.880EUR - 0.920
Bid Size: 3,750		 0.960
Ask Size: 3,750		 Church and Dwight Co... 97.50 - 2024-06-21 Call
 

Master data

WKN: MD9ULX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 97.50 -
Maturity: 2024-06-21
Issue date: 2022-10-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.96
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.12
Implied volatility: 0.57
Historic volatility: 0.15
Parity: 0.12
Time value: 0.78
Break-even: 106.50
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.57
Theta: -0.09
Omega: 6.29
Rho: 0.06
 

Quote data

Open: 0.910
High: 0.910
Low: 0.700
Previous Close: 1.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+6.02%
3 Months  
+23.94%
YTD  
+114.63%
1 Year
  -12.87%
3 Years     -
5 Years     -
1W High / 1W Low: 1.060 0.880
1M High / 1M Low: 1.060 0.640
6M High / 6M Low: 1.060 0.280
High (YTD): 2024-04-30 1.060
Low (YTD): 2024-01-08 0.400
52W High: 2023-07-03 1.080
52W Low: 2023-11-03 0.280
Avg. price 1W:   0.982
Avg. volume 1W:   0.000
Avg. price 1M:   0.836
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.691
Avg. volume 1Y:   0.000
Volatility 1M:   147.31%
Volatility 6M:   133.99%
Volatility 1Y:   126.11%
Volatility 3Y:   -