Morgan Stanley Call 205 AEC1 21.06.2024
/ DE000MB6V9T7
Morgan Stanley Call 205 AEC1 21.0.../ DE000MB6V9T7 /
| 2024-05-13 8:54:37 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.40EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
205.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB6V9T |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-02 |
| Last trading day: |
2024-05-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.19 |
| Parity: |
1.36 |
| Time value: |
1.95 |
| Break-even: |
238.10 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
2.87 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.65 |
| Theta: |
-0.55 |
| Omega: |
4.26 |
| Rho: |
0.07 |
Quote data
| Open: |
3.27 |
| High: |
3.67 |
| Low: |
3.27 |
| Previous Close: |
3.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.80% |
| 3 Months |
|
|
+68.32% |
| YTD |
|
|
+423.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.54 |
2.70 |
| 6M High / 6M Low: |
3.54 |
0.19 |
| High (YTD): |
2024-05-10 |
3.54 |
| Low (YTD): |
2024-01-16 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.25% |
| Volatility 6M: |
|
292.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
