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Morgan Stanley Call 37.5 NMM 21.0.../  DE000MB0C4J8  /

EUWAX
2024-06-10  3:26:56 PM Chg.+0.010 Bid7:10:10 PM Ask7:10:10 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.340
Bid Size: 250,000		 0.350
Ask Size: 250,000		 NEWMONT CORP. DL... 37.50 - 2024-06-21 Call
 

Master data

WKN: MB0C4J
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 37.50 -
Maturity: 2024-06-21
Issue date: 2022-11-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.48
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 1.16
Historic volatility: 0.32
Parity: -0.01
Time value: 0.30
Break-even: 40.50
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 12.51
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.54
Theta: -0.14
Omega: 6.73
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.300
Low: 0.270
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.83%
1 Month
  -42.31%
3 Months  
+104.08%
YTD
  -49.15%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.290
1M High / 1M Low: 0.660 0.290
6M High / 6M Low: 0.660 0.044
High (YTD): 2024-05-20 0.660
Low (YTD): 2024-02-28 0.044
52W High: 2023-07-14 0.950
52W Low: 2024-02-28 0.044
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   1,333.871
Avg. price 1Y:   0.429
Avg. volume 1Y:   674.803
Volatility 1M:   269.27%
Volatility 6M:   277.19%
Volatility 1Y:   219.55%
Volatility 3Y:   -