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Morgan Stanley Call 104 NESN 21.0.../  DE000MD8USE5  /

EUWAX
2024-06-07  6:37:26 PM Chg.-0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 NESTLE N 104.00 CHF 2024-06-21 Call
 

Master data

WKN: MD8USE
Issuer: Morgan Stanley
Currency: EUR
Underlying: NESTLE N
Type: Warrant
Option type: Call
Strike price: 104.00 CHF
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 251.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.18
Parity: -0.68
Time value: 0.04
Break-even: 107.79
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 6.04
Spread abs.: 0.03
Spread %: 566.67%
Delta: 0.14
Theta: -0.05
Omega: 34.88
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.008
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -58.82%
3 Months
  -84.44%
YTD
  -94.40%
1 Year
  -99.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.007
1M High / 1M Low: 0.018 0.007
6M High / 6M Low: 0.212 0.007
High (YTD): 2024-01-03 0.189
Low (YTD): 2024-06-07 0.007
52W High: 2023-06-23 0.980
52W Low: 2024-06-07 0.007
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.325
Avg. volume 1Y:   0.000
Volatility 1M:   316.09%
Volatility 6M:   289.71%
Volatility 1Y:   225.89%
Volatility 3Y:   -