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Morgan Stanley Call 200 NXPI 20.1.../  DE000MB8GJN6  /

Stuttgart
2024-07-29  6:06:58 PM Chg.+0.37 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
6.04EUR +6.53% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 200.00 USD 2024-12-20 Call
 

Master data

WKN: MB8GJN
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 5.21
Intrinsic value: 4.77
Implied volatility: 0.48
Historic volatility: 0.30
Parity: 4.77
Time value: 0.99
Break-even: 241.88
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 0.70%
Delta: 0.83
Theta: -0.07
Omega: 3.35
Rho: 0.53
 

Quote data

Open: 5.96
High: 6.04
Low: 5.96
Previous Close: 5.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.33%
1 Month
  -16.46%
3 Months
  -5.63%
YTD  
+28.24%
1 Year  
+25.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.06 5.52
1M High / 1M Low: 8.82 5.52
6M High / 6M Low: 8.82 3.36
High (YTD): 2024-07-16 8.82
Low (YTD): 2024-01-17 2.87
52W High: 2024-07-16 8.82
52W Low: 2023-11-01 1.62
Avg. price 1W:   5.86
Avg. volume 1W:   0.00
Avg. price 1M:   7.34
Avg. volume 1M:   0.00
Avg. price 6M:   6.18
Avg. volume 6M:   4.72
Avg. price 1Y:   4.76
Avg. volume 1Y:   2.35
Volatility 1M:   109.74%
Volatility 6M:   102.50%
Volatility 1Y:   102.75%
Volatility 3Y:   -