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Morgan Stanley Call 270 NXPI 20.1.../  DE000MB8M3R3  /

Stuttgart
29/07/2024  20:38:18 Chg.+0.07 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.76EUR +4.14% -
Bid Size: -		 -
Ask Size: -		 NXP Semiconductors N... 270.00 USD 20/12/2024 Call
 

Master data

WKN: MB8M3R
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 270.00 USD
Maturity: 20/12/2024
Issue date: 12/07/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.57
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -1.68
Time value: 1.71
Break-even: 265.88
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 2.40%
Delta: 0.46
Theta: -0.09
Omega: 6.21
Rho: 0.35
 

Quote data

Open: 1.80
High: 2.03
Low: 1.76
Previous Close: 1.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -29.88%
3 Months
  -23.48%
YTD  
+16.56%
1 Year
  -12.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.65
1M High / 1M Low: 3.63 1.65
6M High / 6M Low: 3.63 0.92
High (YTD): 16/07/2024 3.63
Low (YTD): 17/01/2024 0.79
52W High: 16/07/2024 3.63
52W Low: 01/11/2023 0.43
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.23
Avg. volume 6M:   0.00
Avg. price 1Y:   1.67
Avg. volume 1Y:   0.00
Volatility 1M:   209.53%
Volatility 6M:   163.00%
Volatility 1Y:   153.71%
Volatility 3Y:   -