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Morgan Stanley Call 240 NXPI 20.1.../  DE000MB8GK34  /

Stuttgart
2024-07-29  6:06:58 PM Chg.+0.28 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.28EUR +9.33% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 240.00 USD 2024-12-20 Call
 

Master data

WKN: MB8GK3
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 240.00 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: 7.56
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 1.09
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 1.09
Time value: 1.98
Break-even: 251.84
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.64
Theta: -0.09
Omega: 4.87
Rho: 0.47
 

Quote data

Open: 3.20
High: 3.28
Low: 3.20
Previous Close: 3.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.30%
1 Month
  -23.00%
3 Months
  -13.46%
YTD  
+23.31%
1 Year  
+9.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.29 2.89
1M High / 1M Low: 5.66 2.89
6M High / 6M Low: 5.66 1.69
High (YTD): 2024-07-16 5.66
Low (YTD): 2024-01-17 1.40
52W High: 2024-07-16 5.66
52W Low: 2023-11-01 0.76
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   4.34
Avg. volume 1M:   0.00
Avg. price 6M:   3.63
Avg. volume 6M:   0.00
Avg. price 1Y:   2.72
Avg. volume 1Y:   0.00
Volatility 1M:   163.65%
Volatility 6M:   140.53%
Volatility 1Y:   134.84%
Volatility 3Y:   -