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Morgan Stanley Call 230 NXPI 20.1.../  DE000MB8GJX5  /

Stuttgart
2024-07-29  6:06:58 PM Chg.+0.31 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.89EUR +8.66% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 230.00 USD 2024-12-20 Call
 

Master data

WKN: MB8GJX
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 230.00 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: 6.37
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 2.01
Implied volatility: 0.42
Historic volatility: 0.30
Parity: 2.01
Time value: 1.63
Break-even: 248.33
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 1.11%
Delta: 0.70
Theta: -0.09
Omega: 4.47
Rho: 0.50
 

Quote data

Open: 3.81
High: 3.89
Low: 3.81
Previous Close: 3.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.26%
1 Month
  -21.26%
3 Months
  -10.98%
YTD  
+25.08%
1 Year  
+14.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.90 3.46
1M High / 1M Low: 6.40 3.46
6M High / 6M Low: 6.40 2.03
High (YTD): 2024-07-16 6.40
Low (YTD): 2024-01-17 1.69
52W High: 2024-07-16 6.40
52W Low: 2023-11-01 0.92
Avg. price 1W:   3.74
Avg. volume 1W:   0.00
Avg. price 1M:   5.01
Avg. volume 1M:   0.00
Avg. price 6M:   4.19
Avg. volume 6M:   0.00
Avg. price 1Y:   3.16
Avg. volume 1Y:   0.00
Volatility 1M:   150.77%
Volatility 6M:   130.89%
Volatility 1Y:   127.13%
Volatility 3Y:   -