Morgan Stanley Call 210 NXPI 20.12.2024
/ DE000MB8GJR7
Morgan Stanley Call 210 NXPI 20.1.../ DE000MB8GJR7 /
| 2024-07-16 9:22:25 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NXP Semiconductors N... |
210.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB8GJR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-07-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.30 |
| Parity: |
2.20 |
| Time value: |
5.92 |
| Break-even: |
291.20 |
| Moneyness: |
1.10 |
| Premium: |
0.26 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.04 |
| Spread %: |
0.50% |
| Delta: |
0.71 |
| Theta: |
-0.23 |
| Omega: |
2.02 |
| Rho: |
0.33 |
Quote data
| Open: |
7.51 |
| High: |
7.99 |
| Low: |
7.51 |
| Previous Close: |
7.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.26% |
| 3 Months |
|
|
+40.67% |
| YTD |
|
|
+93.46% |
| 1 Year |
|
|
+84.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.99 |
5.93 |
| 6M High / 6M Low: |
7.99 |
2.86 |
| High (YTD): |
2024-07-16 |
7.99 |
| Low (YTD): |
2024-01-17 |
2.42 |
| 52W High: |
2024-07-16 |
7.99 |
| 52W Low: |
2023-11-01 |
1.35 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
69.26% |
| Volatility 6M: |
|
106.41% |
| Volatility 1Y: |
|
108.73% |
| Volatility 3Y: |
|
- |
