Morgan Stanley Call 10 SBSW 21.06.../  DE000MD9WB06  /

EUWAX
14/06/2024  19:58:36 Chg.-0.004 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.031EUR -11.43% -
Bid Size: -
-
Ask Size: -
Sibanye Stillwater 10.00 - 21/06/2024 Call
 

Master data

WKN: MD9WB0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 21/06/2024
Issue date: 31/10/2022
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 38.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 4.31
Historic volatility: 0.56
Parity: -5.93
Time value: 0.11
Break-even: 10.11
Moneyness: 0.41
Premium: 1.48
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 205.71%
Delta: 0.11
Theta: -0.03
Omega: 4.33
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.031
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -36.73%
3 Months
  -80.63%
YTD
  -83.68%
1 Year
  -96.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.032
1M High / 1M Low: 0.062 0.024
6M High / 6M Low: 0.270 0.024
High (YTD): 04/01/2024 0.220
Low (YTD): 05/06/2024 0.024
52W High: 14/06/2023 0.800
52W Low: 05/06/2024 0.024
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   26.087
Avg. price 6M:   0.127
Avg. volume 6M:   4.839
Avg. price 1Y:   0.275
Avg. volume 1Y:   3.529
Volatility 1M:   382.26%
Volatility 6M:   206.45%
Volatility 1Y:   200.65%
Volatility 3Y:   -