Morgan Stanley Call 39 DSY 21.06.2024
/ DE000MB7ZQH5
Morgan Stanley Call 39 DSY 21.06..../ DE000MB7ZQH5 /
| 2024-05-15 8:49:43 AM |
Chg.+0.001 |
Bid11:52:28 AM |
Ask11:52:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
+1.05% |
0.090
Bid Size: 150,000 |
0.104
Ask Size: 150,000 |
Dassault Systemes SE |
39.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7ZQH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.08 |
| Time value: |
0.11 |
| Break-even: |
40.13 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
16.49% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
15.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-55.96% |
| 3 Months |
|
|
-84.00% |
| YTD |
|
|
-89.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.090 |
| 1M High / 1M Low: |
0.231 |
0.069 |
| 6M High / 6M Low: |
1.150 |
0.069 |
| High (YTD): |
2024-01-30 |
1.150 |
| Low (YTD): |
2024-05-03 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.84% |
| Volatility 6M: |
|
150.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
