Morgan Stanley Call 15 VIPS 21.06.2024
/ DE000MB81CY4
Morgan Stanley Call 15 VIPS 21.06.../ DE000MB81CY4 /
| 2024-06-07 4:13:23 PM |
Chg.+0.03 |
Bid7:10:30 PM |
Ask7:10:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
+2.31% |
1.15
Bid Size: 30,000 |
1.20
Ask Size: 30,000 |
Vipshop Holdings Ltd |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB81CY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Vipshop Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.38 |
| Parity: |
-0.03 |
| Time value: |
1.40 |
| Break-even: |
16.40 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
9.88 |
| Spread abs.: |
0.04 |
| Spread %: |
2.94% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
5.83 |
| Rho: |
0.00 |
Quote data
| Open: |
1.27 |
| High: |
1.33 |
| Low: |
1.27 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-5.67% |
| 3 Months |
|
|
-55.67% |
| YTD |
|
|
-62.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.09 |
| 1M High / 1M Low: |
2.61 |
1.09 |
| 6M High / 6M Low: |
4.46 |
1.09 |
| High (YTD): |
2024-03-01 |
4.46 |
| Low (YTD): |
2024-06-05 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
1,540.40 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
334.87 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
61.62 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.01% |
| Volatility 6M: |
|
192.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
