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Morgan Stanley Call 40 NMM 21.06..../  DE000MD9SXE7  /

EUWAX
10/06/2024  15:48:01 Chg.-0.004 Bid17:06:32 Ask17:06:32 Underlying Strike price Expiration date Option type
0.115EUR -3.36% 0.138
Bid Size: 250,000		 0.143
Ask Size: 250,000		 NEWMONT CORP. DL... 40.00 - 21/06/2024 Call
 

Master data

WKN: MD9SXE
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEWMONT CORP. DL 1,60
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 21/06/2024
Issue date: 26/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.32
Parity: -0.26
Time value: 0.12
Break-even: 41.24
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 23.64
Spread abs.: 0.01
Spread %: 4.20%
Delta: 0.36
Theta: -0.10
Omega: 10.79
Rho: 0.00
 

Quote data

Open: 0.115
High: 0.115
Low: 0.115
Previous Close: 0.119
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.75%
1 Month
  -64.06%
3 Months  
+22.34%
YTD
  -74.44%
1 Year
  -81.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.241 0.119
1M High / 1M Low: 0.440 0.119
6M High / 6M Low: 0.480 0.026
High (YTD): 20/05/2024 0.440
Low (YTD): 27/02/2024 0.026
52W High: 13/07/2023 0.810
52W Low: 27/02/2024 0.026
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.265
Avg. volume 1M:   764.286
Avg. price 6M:   0.195
Avg. volume 6M:   1,680.121
Avg. price 1Y:   0.321
Avg. volume 1Y:   820.217
Volatility 1M:   376.83%
Volatility 6M:   392.92%
Volatility 1Y:   298.62%
Volatility 3Y:   -