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Morgan Stanley Put 200 NSC 21.06..../  DE000MD9W130  /

EUWAX
31/05/2024  18:05:37 Chg.- Bid20:00:01 Ask20:00:01 Underlying Strike price Expiration date Option type
0.072EUR - -
Bid Size: -		 -
Ask Size: -		 Norfolk Southern Cor... 200.00 - 21/06/2024 Put
 

Master data

WKN: MD9W13
Issuer: Morgan Stanley
Currency: EUR
Underlying: Norfolk Southern Corp
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 21/06/2024
Issue date: 28/10/2022
Last trading day: 03/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -211.70
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.54
Time value: 0.10
Break-even: 199.03
Moneyness: 0.97
Premium: 0.03
Premium p.a.: 1.09
Spread abs.: 0.04
Spread %: 70.18%
Delta: -0.22
Theta: -0.07
Omega: -46.43
Rho: -0.02
 

Quote data

Open: 0.068
High: 0.072
Low: 0.068
Previous Close: 0.081
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -28.71%
3 Months
  -46.27%
YTD
  -81.05%
1 Year
  -95.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.072
1M High / 1M Low: 0.106 0.042
6M High / 6M Low: 0.630 0.042
High (YTD): 17/01/2024 0.530
Low (YTD): 28/05/2024 0.042
52W High: 27/10/2023 2.250
52W Low: 28/05/2024 0.042
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   0.000
Avg. price 1Y:   0.731
Avg. volume 1Y:   0.000
Volatility 1M:   416.51%
Volatility 6M:   287.24%
Volatility 1Y:   224.17%
Volatility 3Y:   -