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Morgan Stanley Call 36 7HP 21.06..../  DE000MD9RLY2  /

EUWAX
6/10/2024  3:15:47 PM Chg.-0.330 Bid5:00:33 PM Ask5:00:33 PM Underlying Strike price Expiration date Option type
0.500EUR -39.76% 0.470
Bid Size: 25,000		 0.510
Ask Size: 25,000		 HP INC DL... 36.00 - 6/21/2024 Call
 

Master data

WKN: MD9RLY
Issuer: Morgan Stanley
Currency: EUR
Underlying: HP INC DL -,01
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 6/21/2024
Issue date: 10/26/2022
Last trading day: 6/21/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 42.81
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.26
Parity: -2.18
Time value: 0.79
Break-even: 36.79
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 15.39
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.32
Theta: -0.07
Omega: 13.81
Rho: 0.00
 

Quote data

Open: 0.620
High: 0.620
Low: 0.500
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+254.61%
3 Months
  -3.85%
YTD  
+25.00%
1 Year
  -65.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.550
1M High / 1M Low: 0.830 0.130
6M High / 6M Low: 0.830 0.019
High (YTD): 6/7/2024 0.830
Low (YTD): 2/29/2024 0.019
52W High: 7/13/2023 2.500
52W Low: 2/29/2024 0.019
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.357
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   1.220
Avg. price 1Y:   0.680
Avg. volume 1Y:   .593
Volatility 1M:   760.42%
Volatility 6M:   1,516.12%
Volatility 1Y:   1,077.51%
Volatility 3Y:   -