Morgan Stanley Call 9 SBSW 21.06..../  DE000MD9WAZ2  /

EUWAX
03/06/2024  14:26:45 Chg.-0.017 Bid14:51:18 Ask14:51:18 Underlying Strike price Expiration date Option type
0.029EUR -36.96% 0.030
Bid Size: 3,750
0.124
Ask Size: 3,750
Sibanye Stillwater 9.00 - 21/06/2024 Call
 

Master data

WKN: MD9WAZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Sibanye Stillwater
Type: Warrant
Option type: Call
Strike price: 9.00 -
Maturity: 21/06/2024
Issue date: 31/10/2022
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 51.34
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.01
Historic volatility: 0.54
Parity: -4.33
Time value: 0.09
Break-even: 9.09
Moneyness: 0.52
Premium: 0.95
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 97.83%
Delta: 0.11
Theta: -0.01
Omega: 5.54
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.029
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -39.58%
3 Months
  -81.29%
YTD
  -87.92%
1 Year
  -96.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.029
1M High / 1M Low: 0.066 0.029
6M High / 6M Low: 0.320 0.029
High (YTD): 02/01/2024 0.250
Low (YTD): 27/05/2024 0.029
52W High: 31/07/2023 1.000
52W Low: 27/05/2024 0.029
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   8.300
Volatility 1M:   321.97%
Volatility 6M:   197.33%
Volatility 1Y:   190.29%
Volatility 3Y:   -