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Morgan Stanley Call 220 NXPI 20.1.../  DE000MB8GJT3  /

Stuttgart
29/07/2024  18:06:58 Chg.+0.34 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
4.56EUR +8.06% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 220.00 USD 20/12/2024 Call
 

Master data

WKN: MB8GJT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 07/07/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 3.72
Intrinsic value: 2.93
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 2.93
Time value: 1.38
Break-even: 245.81
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.04
Spread %: 0.94%
Delta: 0.75
Theta: -0.08
Omega: 4.04
Rho: 0.52
 

Quote data

Open: 4.48
High: 4.56
Low: 4.48
Previous Close: 4.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.22%
1 Month
  -19.43%
3 Months
  -8.80%
YTD  
+26.67%
1 Year  
+19.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.57 4.10
1M High / 1M Low: 7.18 4.10
6M High / 6M Low: 7.18 2.42
High (YTD): 16/07/2024 7.18
Low (YTD): 17/01/2024 2.03
52W High: 16/07/2024 7.18
52W Low: 01/11/2023 1.11
Avg. price 1W:   4.40
Avg. volume 1W:   0.00
Avg. price 1M:   5.73
Avg. volume 1M:   311.86
Avg. price 6M:   4.81
Avg. volume 6M:   51.57
Avg. price 1Y:   3.65
Avg. volume 1Y:   25.68
Volatility 1M:   138.47%
Volatility 6M:   121.24%
Volatility 1Y:   119.25%
Volatility 3Y:   -