Morgan Stanley Call 60 SE 21.06.2.../  DE000MD9WSH2  /

EUWAX
2024-05-20  8:13:03 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.25EUR - -
Bid Size: -
-
Ask Size: -
Sea Limited 60.00 - 2024-06-21 Call
 

Master data

WKN: MD9WSH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sea Limited
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-10-31
Last trading day: 2024-05-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.43
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.95
Implied volatility: 2.13
Historic volatility: 0.53
Parity: 0.95
Time value: 0.33
Break-even: 72.80
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 15.52
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.75
Theta: -0.50
Omega: 4.08
Rho: 0.01
 

Quote data

Open: 1.30
High: 1.30
Low: 1.25
Previous Close: 1.35
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+37.36%
3 Months  
+86.57%
YTD  
+420.83%
1 Year
  -18.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.35 0.91
6M High / 6M Low: 1.35 0.09
High (YTD): 2024-05-17 1.35
Low (YTD): 2024-01-17 0.09
52W High: 2023-07-31 1.68
52W Low: 2024-01-17 0.09
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   0.43
Avg. volume 6M:   0.00
Avg. price 1Y:   0.55
Avg. volume 1Y:   99.36
Volatility 1M:   302.24%
Volatility 6M:   219.97%
Volatility 1Y:   228.76%
Volatility 3Y:   -