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Morgan Stanley Call 475 NTH 20.09.../  DE000MB24A21  /

Stuttgart
8/9/2024  5:06:30 PM Chg.-0.027 Bid9:01:18 PM Ask9:01:18 PM Underlying Strike price Expiration date Option type
0.233EUR -10.38% 0.242
Bid Size: 80,000		 0.246
Ask Size: 80,000		 NORTHROP GRUMMAN DL ... 475.00 - 9/20/2024 Call
 

Master data

WKN: MB24A2
Issuer: Morgan Stanley
Currency: EUR
Underlying: NORTHROP GRUMMAN DL 1
Type: Warrant
Option type: Call
Strike price: 475.00 -
Maturity: 9/20/2024
Issue date: 1/6/2023
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.19
Parity: -0.25
Time value: 0.24
Break-even: 499.10
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 1.45
Spread abs.: 0.00
Spread %: 1.69%
Delta: 0.43
Theta: -0.41
Omega: 8.06
Rho: 0.20
 

Quote data

Open: 0.236
High: 0.236
Low: 0.233
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.38%
1 Month  
+676.67%
3 Months  
+11.48%
YTD
  -24.84%
1 Year
  -24.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.232
1M High / 1M Low: 0.260 0.030
6M High / 6M Low: 0.330 0.030
High (YTD): 1/4/2024 0.410
Low (YTD): 7/10/2024 0.030
52W High: 10/18/2023 0.650
52W Low: 7/10/2024 0.030
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.260
Avg. volume 1Y:   0.000
Volatility 1M:   522.10%
Volatility 6M:   304.22%
Volatility 1Y:   261.01%
Volatility 3Y:   -