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Morgan Stanley Call 230 NSC 21.06.../  DE000MD9U9Q7  /

EUWAX
2024-05-17  10:45:03 AM Chg.+0.040 Bid4:35:37 PM Ask4:35:37 PM Underlying Strike price Expiration date Option type
0.800EUR +5.26% 0.780
Bid Size: 40,000		 0.820
Ask Size: 40,000		 Norfolk Southern Cor... 230.00 - 2024-06-21 Call
 

Master data

WKN: MD9U9Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-06-21
Issue date: 2022-10-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.78
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.21
Parity: -1.60
Time value: 0.83
Break-even: 238.30
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 2.07
Spread abs.: 0.04
Spread %: 5.06%
Delta: 0.37
Theta: -0.20
Omega: 9.56
Rho: 0.07
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.760
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month
  -50.62%
3 Months
  -73.06%
YTD
  -58.97%
1 Year
  -58.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.680
1M High / 1M Low: 1.950 0.680
6M High / 6M Low: 3.440 0.680
High (YTD): 2024-03-13 3.440
Low (YTD): 2024-05-14 0.680
52W High: 2024-03-13 3.440
52W Low: 2023-10-25 0.400
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   1.183
Avg. volume 1M:   0.000
Avg. price 6M:   1.986
Avg. volume 6M:   0.000
Avg. price 1Y:   1.668
Avg. volume 1Y:   0.000
Volatility 1M:   286.10%
Volatility 6M:   199.03%
Volatility 1Y:   178.90%
Volatility 3Y:   -