OverviewChartNewsTraderScreen

Morgan Stanley Call 101 NESN 21.0.../  DE000MD8USB1  /

EUWAX
31/05/2024  18:57:38 Chg.+0.001 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.017EUR +6.25% -
Bid Size: -		 -
Ask Size: -		 NESTLE N 101.00 CHF 21/06/2024 Call
 

Master data

WKN: MD8USB
Issuer: Morgan Stanley
Currency: EUR
Underlying: NESTLE N
Type: Warrant
Option type: Call
Strike price: 101.00 CHF
Maturity: 21/06/2024
Issue date: 03/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 243.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.57
Time value: 0.04
Break-even: 103.57
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 2.04
Spread abs.: 0.02
Spread %: 90.48%
Delta: 0.15
Theta: -0.03
Omega: 37.44
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.017
Low: 0.014
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+112.50%
1 Month
  -32.00%
3 Months
  -67.92%
YTD
  -91.75%
1 Year
  -98.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.008
1M High / 1M Low: 0.038 0.008
6M High / 6M Low: 0.360 0.008
High (YTD): 05/02/2024 0.300
Low (YTD): 29/05/2024 0.008
52W High: 02/06/2023 1.330
52W Low: 29/05/2024 0.008
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   614.18%
Volatility 6M:   345.19%
Volatility 1Y:   259.01%
Volatility 3Y:   -