Morgan Stanley Call 425 NTH 20.12.2024
/ DE000MB2JQ64
Morgan Stanley Call 425 NTH 20.12.../ DE000MB2JQ64 /
| 12/11/2024 21:27:55 |
Chg.-0.06 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
NORTHROP GRUMMAN DL ... |
425.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB2JQ6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.16 |
| Parity: |
0.76 |
| Time value: |
0.29 |
| Break-even: |
530.00 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.75 |
| Theta: |
-0.69 |
| Omega: |
3.58 |
| Rho: |
0.28 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.02 |
| Previous Close: |
1.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
+2.00% |
| 3 Months |
|
|
+29.11% |
| YTD |
|
|
+50.00% |
| 1 Year |
|
|
+37.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.08 |
0.80 |
| 1M High / 1M Low: |
1.08 |
0.74 |
| 6M High / 6M Low: |
1.14 |
0.24 |
| High (YTD): |
01/10/2024 |
1.14 |
| Low (YTD): |
14/06/2024 |
0.24 |
| 52W High: |
01/10/2024 |
1.14 |
| 52W Low: |
14/06/2024 |
0.24 |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
8.10 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
1.30 |
| Avg. price 1Y: |
|
0.67 |
| Avg. volume 1Y: |
|
.67 |
| Volatility 1M: |
|
108.91% |
| Volatility 6M: |
|
134.95% |
| Volatility 1Y: |
|
118.05% |
| Volatility 3Y: |
|
- |
