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Morgan Stanley Call 475 NTH 20.09.../  DE000MB24A21  /

Stuttgart
2024-06-05  5:28:16 PM Chg.-0.022 Bid8:03:19 PM Ask8:03:19 PM Underlying Strike price Expiration date Option type
0.069EUR -24.18% 0.070
Bid Size: 200,000		 0.074
Ask Size: 200,000		 NORTHROP GRUMMAN DL ... 475.00 - 2024-09-20 Call
 

Master data

WKN: MB24A2
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 475.00 -
Maturity: 2024-09-20
Issue date: 2023-01-06
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 44.31
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -0.63
Time value: 0.09
Break-even: 484.30
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.74
Spread abs.: 0.00
Spread %: 4.49%
Delta: 0.24
Theta: -0.11
Omega: 10.83
Rho: 0.27
 

Quote data

Open: 0.086
High: 0.086
Low: 0.069
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.30%
1 Month
  -66.18%
3 Months
  -70.89%
YTD
  -77.74%
1 Year
  -82.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.088
1M High / 1M Low: 0.234 0.088
6M High / 6M Low: 0.460 0.088
High (YTD): 2024-01-04 0.410
Low (YTD): 2024-05-30 0.088
52W High: 2023-10-18 0.650
52W Low: 2024-05-30 0.088
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.169
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.318
Avg. volume 1Y:   0.000
Volatility 1M:   184.15%
Volatility 6M:   183.33%
Volatility 1Y:   187.46%
Volatility 3Y:   -