Morgan Stanley Call 127.5 FI 21.06.2024
/ DE000MB0FNE6
Morgan Stanley Call 127.5 FI 21.0.../ DE000MB0FNE6 /
2024-05-28 10:14:06 AM |
Chg.- |
Bid10:23:16 AM |
Ask10:23:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
- |
1.82 Bid Size: 1,000 |
1.87 Ask Size: 1,000 |
Fiserv |
127.50 USD |
2024-06-21 |
Call |
Master data
WKN: |
MB0FNE |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
127.50 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-10 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.96 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.48 |
Historic volatility: |
0.15 |
Parity: |
1.93 |
Time value: |
0.10 |
Break-even: |
137.80 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
0.91 |
Theta: |
-0.07 |
Omega: |
6.12 |
Rho: |
0.07 |
Quote data
Open: |
2.21 |
High: |
2.21 |
Low: |
2.21 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.30% |
1 Month |
|
|
-16.29% |
3 Months |
|
|
-7.14% |
YTD |
|
|
+90.52% |
1 Year |
|
|
+166.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.41 |
2.18 |
1M High / 1M Low: |
2.64 |
2.17 |
6M High / 6M Low: |
3.27 |
0.99 |
High (YTD): |
2024-03-28 |
3.27 |
Low (YTD): |
2024-01-03 |
1.07 |
52W High: |
2024-03-28 |
3.27 |
52W Low: |
2023-10-23 |
0.35 |
Avg. price 1W: |
|
2.24 |
Avg. volume 1W: |
|
800 |
Avg. price 1M: |
|
2.40 |
Avg. volume 1M: |
|
190.48 |
Avg. price 6M: |
|
2.05 |
Avg. volume 6M: |
|
381.33 |
Avg. price 1Y: |
|
1.42 |
Avg. volume 1Y: |
|
323.08 |
Volatility 1M: |
|
81.65% |
Volatility 6M: |
|
88.63% |
Volatility 1Y: |
|
101.72% |
Volatility 3Y: |
|
- |