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Morgan Stanley Call 260 NXPI 20.1.../  DE000MB8GKA1  /

Stuttgart
2024-07-05  9:27:14 PM Chg.+0.13 Bid10:00:01 PM Ask10:00:01 PM Underlying Strike price Expiration date Option type
3.32EUR +4.08% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 260.00 USD 2024-12-20 Call
 

Master data

WKN: MB8GKA
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 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: 7.71
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 1.61
Implied volatility: 0.33
Historic volatility: 0.30
Parity: 1.61
Time value: 1.71
Break-even: 273.06
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.22%
Delta: 0.68
Theta: -0.07
Omega: 5.28
Rho: 0.65
 

Quote data

Open: 3.29
High: 3.32
Low: 3.28
Previous Close: 3.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.44%
1 Month
  -3.21%
3 Months  
+53.70%
YTD  
+72.92%
1 Year  
+94.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.34 2.73
1M High / 1M Low: 4.07 2.73
6M High / 6M Low: 4.07 0.94
High (YTD): 2024-06-12 4.07
Low (YTD): 2024-01-17 0.94
52W High: 2024-06-12 4.07
52W Low: 2023-11-01 0.52
Avg. price 1W:   3.14
Avg. volume 1W:   0.00
Avg. price 1M:   3.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.40
Avg. volume 6M:   0.00
Avg. price 1Y:   1.90
Avg. volume 1Y:   0.00
Volatility 1M:   140.52%
Volatility 6M:   151.02%
Volatility 1Y:   143.02%
Volatility 3Y:   -