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Morgan Stanley Call 115 NSRGF 21..../  DE000MD8USR7  /

EUWAX
2024-05-31  6:57:39 PM Chg.- Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.005EUR - -
Bid Size: -		 -
Ask Size: -		 Nestle S.A. 115.00 - 2024-06-21 Call
 

Master data

WKN: MD8USR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nestle S.A.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-03
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: 0.51
Historic volatility: 0.18
Parity: -1.45
Time value: 0.04
Break-even: 115.40
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 46.83
Spread abs.: 0.03
Spread %: 566.67%
Delta: 0.09
Theta: -0.06
Omega: 23.13
Rho: 0.00
 

Quote data

Open: 0.006
High: 0.006
Low: 0.005
Previous Close: 0.005
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -37.50%
3 Months
  -73.68%
YTD
  -85.29%
1 Year
  -98.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.008 0.002
6M High / 6M Low: 0.055 0.002
High (YTD): 2024-01-03 0.042
Low (YTD): 2024-05-20 0.002
52W High: 2023-06-23 0.380
52W Low: 2024-05-20 0.002
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   0.110
Avg. volume 1Y:   35.857
Volatility 1M:   1,063.51%
Volatility 6M:   462.95%
Volatility 1Y:   338.76%
Volatility 3Y:   -