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Morgan Stanley Call 12 SBSW 21.06.../  DE000MD9WB22  /

EUWAX
2024-06-14  3:53:07 PM Chg.-0.003 Bid5:15:40 PM Ask5:15:40 PM Underlying Strike price Expiration date Option type
0.032EUR -8.57% 0.031
Bid Size: 40,000		 0.105
Ask Size: 40,000		 Sibanye Stillwater 12.00 - 2024-06-21 Call
 

Master data

WKN: MD9WB2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 12.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-06-21
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: 4.90
Historic volatility: 0.56
Parity: -7.93
Time value: 0.11
Break-even: 12.11
Moneyness: 0.34
Premium: 1.97
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 205.71%
Delta: 0.10
Theta: -0.04
Omega: 3.98
Rho: 0.00
 

Quote data

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

Performance

1 Week
  -3.03%
1 Month
  -33.33%
3 Months
  -78.81%
YTD
  -78.95%
1 Year
  -94.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.031
1M High / 1M Low: 0.058 0.023
6M High / 6M Low: 0.220 0.023
High (YTD): 2024-02-02 0.200
Low (YTD): 2024-06-05 0.023
52W High: 2023-06-16 0.610
52W Low: 2024-06-05 0.023
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   0.221
Avg. volume 1Y:   0.000
Volatility 1M:   398.71%
Volatility 6M:   210.51%
Volatility 1Y:   208.35%
Volatility 3Y:   -