Morgan Stanley Call 230 NSC 20.12.2024
/ DE000MB386M2
Morgan Stanley Call 230 NSC 20.12.../ DE000MB386M2 /
| 2024-05-09 11:24:21 AM |
Chg.-0.04 |
Bid1:01:13 PM |
Ask1:01:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
-1.94% |
2.04
Bid Size: 1,000 |
2.12
Ask Size: 1,000 |
Norfolk Southern Cor... |
230.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB386M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-03 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
-1.40 |
| Time value: |
2.17 |
| Break-even: |
251.70 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.05 |
| Spread %: |
2.36% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
5.04 |
| Rho: |
0.54 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.79% |
| 1 Month |
|
|
-42.61% |
| 3 Months |
|
|
-48.34% |
| YTD |
|
|
-27.60% |
| 1 Year |
|
|
-22.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.05 |
| 1M High / 1M Low: |
3.52 |
2.05 |
| 6M High / 6M Low: |
4.35 |
1.05 |
| High (YTD): |
2024-03-13 |
4.35 |
| Low (YTD): |
2024-05-06 |
2.05 |
| 52W High: |
2024-03-13 |
4.35 |
| 52W Low: |
2023-10-27 |
0.91 |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.50 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.28% |
| Volatility 6M: |
|
120.69% |
| Volatility 1Y: |
|
112.95% |
| Volatility 3Y: |
|
- |
