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Morgan Stanley Call 425 NTH 20.09.../  DE000MB2JQ56  /

Stuttgart
09/08/2024  15:04:03 Chg.-0.040 Bid18:19:33 Ask18:19:33 Underlying Strike price Expiration date Option type
0.630EUR -5.97% 0.650
Bid Size: 80,000		 0.660
Ask Size: 80,000		 NORTHROP GRUMMAN DL ... 425.00 - 20/09/2024 Call
 

Master data

WKN: MB2JQ5
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 425.00 -
Maturity: 20/09/2024
Issue date: 18/01/2023
Last trading day: 20/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.93
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.25
Implied volatility: 0.86
Historic volatility: 0.19
Parity: 0.25
Time value: 0.40
Break-even: 490.00
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 1.09
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.64
Theta: -0.60
Omega: 4.43
Rho: 0.26
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month  
+255.93%
3 Months  
+18.87%
YTD  
+3.28%
1 Year  
+14.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.640
1M High / 1M Low: 0.670 0.169
6M High / 6M Low: 0.700 0.158
High (YTD): 03/01/2024 0.750
Low (YTD): 14/06/2024 0.158
52W High: 18/10/2023 0.980
52W Low: 14/06/2024 0.158
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.403
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   293.31%
Volatility 6M:   178.64%
Volatility 1Y:   164.05%
Volatility 3Y:   -