Worksheets into Workbook

• The name of the new workbook will be the one of the sheet that is copied to it.
• The new workbook is saved in the same folder as your starting file.
• All worksheets that are password protected will remain so.
• The empty sheet is deleted on code line 16. In English it's called "Sheet1". Don't know if you use an english version, otherwise you need to change the sheets reference.

Sub RunMe()
Dim ws As Worksheet
Dim shName As String

For Each ws In Worksheets
    If ws.Name <> "NMS" And ws.Name <> "MS" And _
    ws.Name <> "Master" And ws.Name <> "Missing" Then
        ws.Select
        shName = ws.Name
        Workbooks.Add
        
        ThisWorkbook.ActiveSheet.Copy _
        after:=ActiveWorkbook.Sheets(Sheets.Count)
        
        Application.DisplayAlerts = False
        Sheets("Sheet1").Delete
        Application.DisplayAlerts = True
        
        ThisWorkbook.Sheets("NMS").Copy _
        after:=ActiveWorkbook.Sheets(Sheets.Count)
        ThisWorkbook.Sheets("MS").Copy _
        after:=ActiveWorkbook.Sheets(Sheets.Count)
        ThisWorkbook.Sheets("Master").Copy _
        after:=ActiveWorkbook.Sheets(Sheets.Count)
        ThisWorkbook.Sheets("Missing").Copy _
        after:=ActiveWorkbook.Sheets(Sheets.Count)
        
        ActiveWorkbook.SaveAs Filename:=ThisWorkbook.Path _
        & "\" & shName & ".xlsx"
        ActiveWorkbook.Close
    End If
Next ws
End Sub