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

EUWAX
2024-05-20  8:59:14 PM Chg.-0.120 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.610EUR -16.44% -
Bid Size: -		 -
Ask Size: -		 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: 28.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.21
Parity: -1.71
Time value: 0.75
Break-even: 237.50
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 2.48
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.35
Theta: -0.21
Omega: 10.01
Rho: 0.06
 

Quote data

Open: 0.700
High: 0.700
Low: 0.610
Previous Close: 0.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.78%
1 Month
  -62.35%
3 Months
  -79.87%
YTD
  -68.72%
1 Year
  -72.15%
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:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.084
Avg. volume 1M:   0.000
Avg. price 6M:   1.985
Avg. volume 6M:   0.000
Avg. price 1Y:   1.660
Avg. volume 1Y:   0.000
Volatility 1M:   286.28%
Volatility 6M:   199.14%
Volatility 1Y:   179.35%
Volatility 3Y:   -