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Morgan Stanley Call 230 NSC 20.12.../  DE000MB386M2  /

Stuttgart
5/20/2024  11:29:11 AM Chg.-0.06 Bid12:15:36 PM Ask12:15:36 PM Underlying Strike price Expiration date Option type
1.90EUR -3.06% 1.91
Bid Size: 1,000		 1.99
Ask Size: 1,000		 Norfolk Southern Cor... 230.00 - 12/20/2024 Call
 

Master data

WKN: MB386M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.86
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -1.71
Time value: 1.96
Break-even: 249.60
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 2.08%
Delta: 0.48
Theta: -0.07
Omega: 5.23
Rho: 0.49
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -30.15%
3 Months
  -51.65%
YTD
  -31.90%
1 Year
  -38.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.79
1M High / 1M Low: 3.04 1.70
6M High / 6M Low: 4.35 1.51
High (YTD): 3/13/2024 4.35
Low (YTD): 5/9/2024 1.70
52W High: 3/13/2024 4.35
52W Low: 10/27/2023 0.91
Avg. price 1W:   1.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.25
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   2.47
Avg. volume 1Y:   0.00
Volatility 1M:   145.26%
Volatility 6M:   119.31%
Volatility 1Y:   115.55%
Volatility 3Y:   -