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Morgan Stanley Call 95 CHD 21.06..../  DE000MD9S1N5  /

EUWAX
2024-05-17  9:05:54 PM Chg.-0.04 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.12EUR -3.45% -
Bid Size: -		 -
Ask Size: -		 Church and Dwight Co... 95.00 - 2024-06-21 Call
 

Master data

WKN: MD9S1N
Issuer: Morgan Stanley
Currency: EUR
Underlying: Church and Dwight Co Inc
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.39
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.32
Implied volatility: 0.83
Historic volatility: 0.15
Parity: 0.32
Time value: 0.85
Break-even: 106.70
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 1.39
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.61
Theta: -0.14
Omega: 5.09
Rho: 0.05
 

Quote data

Open: 1.14
High: 1.14
Low: 1.12
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+12.00%
3 Months  
+55.56%
YTD  
+115.38%
1 Year  
+20.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.20 1.15
1M High / 1M Low: 1.29 0.91
6M High / 6M Low: 1.29 0.40
High (YTD): 2024-04-30 1.29
Low (YTD): 2024-01-05 0.51
52W High: 2024-04-30 1.29
52W Low: 2023-11-03 0.35
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.15
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   0.00
Volatility 1M:   103.65%
Volatility 6M:   123.50%
Volatility 1Y:   114.66%
Volatility 3Y:   -