Morgan Stanley Call 9 SBSW 21.06.2024
/ DE000MD9WAZ2
Morgan Stanley Call 9 SBSW 21.06..../ DE000MD9WAZ2 /
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: |
|
- |