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Morgan Stanley Call 360 NXPI 20.1.../  DE000MB98UT0  /

Stuttgart
8/14/2024  12:29:46 PM Chg.-0.011 Bid4:33:47 PM Ask4:33:47 PM Underlying Strike price Expiration date Option type
0.170EUR -6.08% 0.158
Bid Size: 40,000		 0.199
Ask Size: 40,000		 NXP Semiconductors N... 360.00 USD 12/20/2024 Call
 

Master data

WKN: MB98UT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 12/20/2024
Issue date: 7/28/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 97.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -10.44
Time value: 0.23
Break-even: 329.67
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 2.05
Spread abs.: 0.04
Spread %: 21.93%
Delta: 0.09
Theta: -0.04
Omega: 9.20
Rho: 0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.181
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.66%
1 Month
  -70.69%
3 Months
  -67.31%
YTD
  -45.16%
1 Year
  -61.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.198 0.164
1M High / 1M Low: 0.710 0.164
6M High / 6M Low: 0.850 0.164
High (YTD): 3/7/2024 0.850
Low (YTD): 8/7/2024 0.164
52W High: 3/7/2024 0.850
52W Low: 11/1/2023 0.133
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.346
Avg. volume 1Y:   0.000
Volatility 1M:   311.80%
Volatility 6M:   230.00%
Volatility 1Y:   192.70%
Volatility 3Y:   -