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Morgan Stanley Call 360 NXPI 20.1.../  DE000MB98UT0  /

Stuttgart
2024-09-25  12:01:33 PM Chg.-0.010 Bid3:35:08 PM Ask3:35:08 PM Underlying Strike price Expiration date Option type
0.075EUR -11.76% 0.084
Bid Size: 40,000		 0.119
Ask Size: 40,000		 NXP Semiconductors N... 360.00 USD 2024-12-20 Call
 

Master data

WKN: MB98UT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 167.46
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.34
Parity: -11.07
Time value: 0.13
Break-even: 322.95
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 5.09
Spread abs.: 0.04
Spread %: 38.46%
Delta: 0.06
Theta: -0.04
Omega: 10.24
Rho: 0.03
 

Quote data

Open: 0.075
High: 0.075
Low: 0.075
Previous Close: 0.085
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -57.14%
3 Months
  -83.70%
YTD
  -75.81%
1 Year
  -72.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.092 0.081
1M High / 1M Low: 0.170 0.081
6M High / 6M Low: 0.710 0.081
High (YTD): 2024-03-07 0.850
Low (YTD): 2024-09-23 0.081
52W High: 2024-03-07 0.850
52W Low: 2024-09-23 0.081
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.320
Avg. volume 1Y:   0.000
Volatility 1M:   87.66%
Volatility 6M:   202.41%
Volatility 1Y:   194.03%
Volatility 3Y:   -